CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 1.1185 1.1251 0.0066 0.6% 1.1191
High 1.1185 1.1251 0.0066 0.6% 1.1213
Low 1.1185 1.1251 0.0066 0.6% 1.1172
Close 1.1185 1.1251 0.0066 0.6% 1.1213
Range
ATR 0.0022 0.0025 0.0003 14.5% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1251 1.1251 1.1251
R3 1.1251 1.1251 1.1251
R2 1.1251 1.1251 1.1251
R1 1.1251 1.1251 1.1251 1.1251
PP 1.1251 1.1251 1.1251 1.1251
S1 1.1251 1.1251 1.1251 1.1251
S2 1.1251 1.1251 1.1251
S3 1.1251 1.1251 1.1251
S4 1.1251 1.1251 1.1251
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.1322 1.1309 1.1236
R3 1.1281 1.1268 1.1224
R2 1.1240 1.1240 1.1221
R1 1.1227 1.1227 1.1217 1.1234
PP 1.1199 1.1199 1.1199 1.1203
S1 1.1186 1.1186 1.1209 1.1193
S2 1.1158 1.1158 1.1205
S3 1.1117 1.1145 1.1202
S4 1.1076 1.1104 1.1190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1251 1.1168 0.0083 0.7% 0.0000 0.0% 100% True False 1
10 1.1251 1.1168 0.0083 0.7% 0.0003 0.0% 100% True False 1
20 1.1409 1.1168 0.0241 2.1% 0.0001 0.0% 34% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1251
2.618 1.1251
1.618 1.1251
1.000 1.1251
0.618 1.1251
HIGH 1.1251
0.618 1.1251
0.500 1.1251
0.382 1.1251
LOW 1.1251
0.618 1.1251
1.000 1.1251
1.618 1.1251
2.618 1.1251
4.250 1.1251
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 1.1251 1.1240
PP 1.1251 1.1229
S1 1.1251 1.1218

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

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