CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 1.1272 1.1249 -0.0023 -0.2% 1.1216
High 1.1301 1.1296 -0.0005 0.0% 1.1294
Low 1.1223 1.1248 0.0025 0.2% 1.1201
Close 1.1251 1.1275 0.0024 0.2% 1.1276
Range 0.0078 0.0048 -0.0030 -38.5% 0.0093
ATR 0.0079 0.0077 -0.0002 -2.8% 0.0000
Volume 22,814 22,260 -554 -2.4% 108,051
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1417 1.1394 1.1301
R3 1.1369 1.1346 1.1288
R2 1.1321 1.1321 1.1284
R1 1.1298 1.1298 1.1279 1.1310
PP 1.1273 1.1273 1.1273 1.1279
S1 1.1250 1.1250 1.1271 1.1262
S2 1.1225 1.1225 1.1266
S3 1.1177 1.1202 1.1262
S4 1.1129 1.1154 1.1249
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1536 1.1499 1.1327
R3 1.1443 1.1406 1.1302
R2 1.1350 1.1350 1.1293
R1 1.1313 1.1313 1.1285 1.1332
PP 1.1257 1.1257 1.1257 1.1266
S1 1.1220 1.1220 1.1267 1.1239
S2 1.1164 1.1164 1.1259
S3 1.1071 1.1127 1.1250
S4 1.0978 1.1034 1.1225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1301 1.1219 0.0082 0.7% 0.0060 0.5% 68% False False 23,060
10 1.1301 1.1067 0.0234 2.1% 0.0069 0.6% 89% False False 27,609
20 1.1301 1.1014 0.0287 2.5% 0.0078 0.7% 91% False False 28,712
40 1.1373 1.0926 0.0447 4.0% 0.0088 0.8% 78% False False 30,432
60 1.1373 1.0926 0.0447 4.0% 0.0084 0.7% 78% False False 25,102
80 1.1373 1.0829 0.0544 4.8% 0.0080 0.7% 82% False False 18,838
100 1.1373 1.0829 0.0544 4.8% 0.0073 0.7% 82% False False 15,077
120 1.1373 1.0602 0.0771 6.8% 0.0064 0.6% 87% False False 12,565
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1500
2.618 1.1422
1.618 1.1374
1.000 1.1344
0.618 1.1326
HIGH 1.1296
0.618 1.1278
0.500 1.1272
0.382 1.1266
LOW 1.1248
0.618 1.1218
1.000 1.1200
1.618 1.1170
2.618 1.1122
4.250 1.1044
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 1.1274 1.1271
PP 1.1273 1.1266
S1 1.1272 1.1262

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

View Archives - Comment on this page... - Back to Index of Symbols