CME Swiss Franc Future March 2015


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 1.1309 1.1299 -0.0010 -0.1% 1.1213
High 1.1309 1.1299 -0.0010 -0.1% 1.1251
Low 1.1309 1.1299 -0.0010 -0.1% 1.1213
Close 1.1309 1.1299 -0.0010 -0.1% 1.1251
Range
ATR 0.0027 0.0025 -0.0001 -4.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1299 1.1299 1.1299
R3 1.1299 1.1299 1.1299
R2 1.1299 1.1299 1.1299
R1 1.1299 1.1299 1.1299 1.1299
PP 1.1299 1.1299 1.1299 1.1299
S1 1.1299 1.1299 1.1299 1.1299
S2 1.1299 1.1299 1.1299
S3 1.1299 1.1299 1.1299
S4 1.1299 1.1299 1.1299
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1352 1.1340 1.1272
R3 1.1314 1.1302 1.1261
R2 1.1276 1.1276 1.1258
R1 1.1264 1.1264 1.1254 1.1270
PP 1.1238 1.1238 1.1238 1.1242
S1 1.1226 1.1226 1.1248 1.1232
S2 1.1200 1.1200 1.1244
S3 1.1162 1.1188 1.1241
S4 1.1124 1.1150 1.1230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1309 1.1217 0.0092 0.8% 0.0000 0.0% 89% False False 1
10 1.1309 1.1159 0.0150 1.3% 0.0000 0.0% 93% False False 1
20 1.1309 1.1137 0.0172 1.5% 0.0000 0.0% 94% False False 1
40 1.1481 1.1137 0.0344 3.0% 0.0001 0.0% 47% 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 1.1299
2.618 1.1299
1.618 1.1299
1.000 1.1299
0.618 1.1299
HIGH 1.1299
0.618 1.1299
0.500 1.1299
0.382 1.1299
LOW 1.1299
0.618 1.1299
1.000 1.1299
1.618 1.1299
2.618 1.1299
4.250 1.1299
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 1.1299 1.1293
PP 1.1299 1.1286
S1 1.1299 1.1280

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

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