CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 1.1251 1.1229 -0.0022 -0.2% 1.1168
High 1.1251 1.1229 -0.0022 -0.2% 1.1251
Low 1.1251 1.1229 -0.0022 -0.2% 1.1168
Close 1.1251 1.1229 -0.0022 -0.2% 1.1229
Range
ATR 0.0025 0.0025 0.0000 -0.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1229 1.1229 1.1229
R3 1.1229 1.1229 1.1229
R2 1.1229 1.1229 1.1229
R1 1.1229 1.1229 1.1229 1.1229
PP 1.1229 1.1229 1.1229 1.1229
S1 1.1229 1.1229 1.1229 1.1229
S2 1.1229 1.1229 1.1229
S3 1.1229 1.1229 1.1229
S4 1.1229 1.1229 1.1229
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1465 1.1430 1.1275
R3 1.1382 1.1347 1.1252
R2 1.1299 1.1299 1.1244
R1 1.1264 1.1264 1.1237 1.1282
PP 1.1216 1.1216 1.1216 1.1225
S1 1.1181 1.1181 1.1221 1.1199
S2 1.1133 1.1133 1.1214
S3 1.1050 1.1098 1.1206
S4 1.0967 1.1015 1.1183
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% 73% False False 1
10 1.1251 1.1168 0.0083 0.7% 0.0003 0.0% 73% False False 1
20 1.1307 1.1168 0.0139 1.2% 0.0001 0.0% 44% 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 1.1229
2.618 1.1229
1.618 1.1229
1.000 1.1229
0.618 1.1229
HIGH 1.1229
0.618 1.1229
0.500 1.1229
0.382 1.1229
LOW 1.1229
0.618 1.1229
1.000 1.1229
1.618 1.1229
2.618 1.1229
4.250 1.1229
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 1.1229 1.1225
PP 1.1229 1.1222
S1 1.1229 1.1218

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

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