CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 1.0779 1.0779 0.0000 0.0% 1.0711
High 1.0779 1.0779 0.0000 0.0% 1.0714
Low 1.0779 1.0779 0.0000 0.0% 1.0615
Close 1.0779 1.0779 0.0000 0.0% 1.0695
Range
ATR
Volume 1 1 0 0.0% 4
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0779 1.0779 1.0779
R3 1.0779 1.0779 1.0779
R2 1.0779 1.0779 1.0779
R1 1.0779 1.0779 1.0779 1.0779
PP 1.0779 1.0779 1.0779 1.0779
S1 1.0779 1.0779 1.0779 1.0779
S2 1.0779 1.0779 1.0779
S3 1.0779 1.0779 1.0779
S4 1.0779 1.0779 1.0779
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0972 1.0932 1.0749
R3 1.0873 1.0833 1.0722
R2 1.0774 1.0774 1.0713
R1 1.0734 1.0734 1.0704 1.0705
PP 1.0675 1.0675 1.0675 1.0660
S1 1.0635 1.0635 1.0686 1.0606
S2 1.0576 1.0576 1.0677
S3 1.0477 1.0536 1.0668
S4 1.0378 1.0437 1.0641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0779 1.0695 0.0084 0.8% 0.0000 0.0% 100% True False 1
10 1.0779 1.0615 0.0164 1.5% 0.0000 0.0% 100% True 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0779
2.618 1.0779
1.618 1.0779
1.000 1.0779
0.618 1.0779
HIGH 1.0779
0.618 1.0779
0.500 1.0779
0.382 1.0779
LOW 1.0779
0.618 1.0779
1.000 1.0779
1.618 1.0779
2.618 1.0779
4.250 1.0779
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 1.0779 1.0770
PP 1.0779 1.0762
S1 1.0779 1.0753

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

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