CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 1.1007 1.0988 -0.0019 -0.2% 1.0809
High 1.1007 1.0988 -0.0019 -0.2% 1.1015
Low 1.1007 1.0988 -0.0019 -0.2% 1.0809
Close 1.1007 1.0988 -0.0019 -0.2% 1.1015
Range
ATR 0.0041 0.0040 -0.0002 -3.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0988 1.0988 1.0988
R3 1.0988 1.0988 1.0988
R2 1.0988 1.0988 1.0988
R1 1.0988 1.0988 1.0988 1.0988
PP 1.0988 1.0988 1.0988 1.0988
S1 1.0988 1.0988 1.0988 1.0988
S2 1.0988 1.0988 1.0988
S3 1.0988 1.0988 1.0988
S4 1.0988 1.0988 1.0988
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.1564 1.1496 1.1128
R3 1.1358 1.1290 1.1072
R2 1.1152 1.1152 1.1053
R1 1.1084 1.1084 1.1034 1.1118
PP 1.0946 1.0946 1.0946 1.0964
S1 1.0878 1.0878 1.0996 1.0912
S2 1.0740 1.0740 1.0977
S3 1.0534 1.0672 1.0958
S4 1.0328 1.0466 1.0902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1015 1.0979 0.0036 0.3% 0.0000 0.0% 25% False False 1
10 1.1015 1.0779 0.0236 2.1% 0.0000 0.0% 89% 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 1.0988
2.618 1.0988
1.618 1.0988
1.000 1.0988
0.618 1.0988
HIGH 1.0988
0.618 1.0988
0.500 1.0988
0.382 1.0988
LOW 1.0988
0.618 1.0988
1.000 1.0988
1.618 1.0988
2.618 1.0988
4.250 1.0988
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 1.0988 1.1002
PP 1.0988 1.0997
S1 1.0988 1.0993

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

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