CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 1.1213 1.1213 0.0000 0.0% 1.1172
High 1.1213 1.1213 0.0000 0.0% 1.1212
Low 1.1213 1.1213 0.0000 0.0% 1.1146
Close 1.1213 1.1213 0.0000 0.0% 1.1192
Range
ATR 0.0027 0.0025 -0.0002 -7.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1213 1.1213 1.1213
R3 1.1213 1.1213 1.1213
R2 1.1213 1.1213 1.1213
R1 1.1213 1.1213 1.1213 1.1213
PP 1.1213 1.1213 1.1213 1.1213
S1 1.1213 1.1213 1.1213 1.1213
S2 1.1213 1.1213 1.1213
S3 1.1213 1.1213 1.1213
S4 1.1213 1.1213 1.1213
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1381 1.1353 1.1228
R3 1.1315 1.1287 1.1210
R2 1.1249 1.1249 1.1204
R1 1.1221 1.1221 1.1198 1.1235
PP 1.1183 1.1183 1.1183 1.1191
S1 1.1155 1.1155 1.1186 1.1169
S2 1.1117 1.1117 1.1180
S3 1.1051 1.1089 1.1174
S4 1.0985 1.1023 1.1156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1213 1.1159 0.0054 0.5% 0.0000 0.0% 100% True False 1
10 1.1213 1.1137 0.0076 0.7% 0.0000 0.0% 100% True False 1
20 1.1251 1.1137 0.0114 1.0% 0.0000 0.0% 67% 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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1213
2.618 1.1213
1.618 1.1213
1.000 1.1213
0.618 1.1213
HIGH 1.1213
0.618 1.1213
0.500 1.1213
0.382 1.1213
LOW 1.1213
0.618 1.1213
1.000 1.1213
1.618 1.1213
2.618 1.1213
4.250 1.1213
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 1.1213 1.1210
PP 1.1213 1.1206
S1 1.1213 1.1203

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

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