CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 1.1267 1.1304 0.0037 0.3% 1.1039
High 1.1267 1.1304 0.0037 0.3% 1.1242
Low 1.1267 1.1304 0.0037 0.3% 1.1039
Close 1.1267 1.1304 0.0037 0.3% 1.1242
Range
ATR 0.0041 0.0041 0.0000 -0.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1304 1.1304 1.1304
R3 1.1304 1.1304 1.1304
R2 1.1304 1.1304 1.1304
R1 1.1304 1.1304 1.1304 1.1304
PP 1.1304 1.1304 1.1304 1.1304
S1 1.1304 1.1304 1.1304 1.1304
S2 1.1304 1.1304 1.1304
S3 1.1304 1.1304 1.1304
S4 1.1304 1.1304 1.1304
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1783 1.1716 1.1354
R3 1.1580 1.1513 1.1298
R2 1.1377 1.1377 1.1279
R1 1.1310 1.1310 1.1261 1.1344
PP 1.1174 1.1174 1.1174 1.1191
S1 1.1107 1.1107 1.1223 1.1141
S2 1.0971 1.0971 1.1205
S3 1.0768 1.0904 1.1186
S4 1.0565 1.0701 1.1130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1304 1.1112 0.0192 1.7% 0.0000 0.0% 100% True False 1
10 1.1304 1.1039 0.0265 2.3% 0.0000 0.0% 100% True False 1
20 1.1304 1.0924 0.0380 3.4% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1304
2.618 1.1304
1.618 1.1304
1.000 1.1304
0.618 1.1304
HIGH 1.1304
0.618 1.1304
0.500 1.1304
0.382 1.1304
LOW 1.1304
0.618 1.1304
1.000 1.1304
1.618 1.1304
2.618 1.1304
4.250 1.1304
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 1.1304 1.1294
PP 1.1304 1.1283
S1 1.1304 1.1273

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

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