CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 1.1214 1.1224 0.0010 0.1% 1.1252
High 1.1214 1.1224 0.0010 0.1% 1.1252
Low 1.1214 1.1199 -0.0015 -0.1% 1.1199
Close 1.1214 1.1199 -0.0015 -0.1% 1.1199
Range 0.0000 0.0025 0.0025 0.0053
ATR 0.0022 0.0023 0.0000 0.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.1282 1.1266 1.1213
R3 1.1257 1.1241 1.1206
R2 1.1232 1.1232 1.1204
R1 1.1216 1.1216 1.1201 1.1212
PP 1.1207 1.1207 1.1207 1.1205
S1 1.1191 1.1191 1.1197 1.1187
S2 1.1182 1.1182 1.1194
S3 1.1157 1.1166 1.1192
S4 1.1132 1.1141 1.1185
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.1376 1.1340 1.1228
R3 1.1323 1.1287 1.1214
R2 1.1270 1.1270 1.1209
R1 1.1234 1.1234 1.1204 1.1226
PP 1.1217 1.1217 1.1217 1.1212
S1 1.1181 1.1181 1.1194 1.1173
S2 1.1164 1.1164 1.1189
S3 1.1111 1.1128 1.1184
S4 1.1058 1.1075 1.1170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1252 1.1199 0.0053 0.5% 0.0005 0.0% 0% False True 1
10 1.1296 1.1199 0.0097 0.9% 0.0003 0.0% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1330
2.618 1.1289
1.618 1.1264
1.000 1.1249
0.618 1.1239
HIGH 1.1224
0.618 1.1214
0.500 1.1212
0.382 1.1209
LOW 1.1199
0.618 1.1184
1.000 1.1174
1.618 1.1159
2.618 1.1134
4.250 1.1093
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 1.1212 1.1212
PP 1.1207 1.1208
S1 1.1203 1.1203

These figures are updated between 7pm and 10pm EST after a trading day.

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