CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 1.1463 1.1478 0.0015 0.1% 1.1405
High 1.1513 1.1478 -0.0035 -0.3% 1.1513
Low 1.1443 1.1478 0.0035 0.3% 1.1403
Close 1.1443 1.1478 0.0035 0.3% 1.1478
Range 0.0070 0.0000 -0.0070 -100.0% 0.0110
ATR 0.0047 0.0046 -0.0001 -1.8% 0.0000
Volume 31 14 -17 -54.8% 57
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1478 1.1478 1.1478
R3 1.1478 1.1478 1.1478
R2 1.1478 1.1478 1.1478
R1 1.1478 1.1478 1.1478 1.1478
PP 1.1478 1.1478 1.1478 1.1478
S1 1.1478 1.1478 1.1478 1.1478
S2 1.1478 1.1478 1.1478
S3 1.1478 1.1478 1.1478
S4 1.1478 1.1478 1.1478
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1795 1.1746 1.1539
R3 1.1685 1.1636 1.1508
R2 1.1575 1.1575 1.1498
R1 1.1526 1.1526 1.1488 1.1551
PP 1.1465 1.1465 1.1465 1.1477
S1 1.1416 1.1416 1.1468 1.1441
S2 1.1355 1.1355 1.1458
S3 1.1245 1.1306 1.1448
S4 1.1135 1.1196 1.1418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1513 1.1403 0.0110 1.0% 0.0026 0.2% 68% False False 11
10 1.1513 1.1266 0.0247 2.2% 0.0030 0.3% 86% False False 7
20 1.1513 1.1230 0.0283 2.5% 0.0021 0.2% 88% False False 34
40 1.1513 1.0994 0.0519 4.5% 0.0012 0.1% 93% False False 31
60 1.1513 1.0994 0.0519 4.5% 0.0009 0.1% 93% False False 21
80 1.1513 1.0924 0.0589 5.1% 0.0007 0.1% 94% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1478
2.618 1.1478
1.618 1.1478
1.000 1.1478
0.618 1.1478
HIGH 1.1478
0.618 1.1478
0.500 1.1478
0.382 1.1478
LOW 1.1478
0.618 1.1478
1.000 1.1478
1.618 1.1478
2.618 1.1478
4.250 1.1478
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 1.1478 1.1471
PP 1.1478 1.1465
S1 1.1478 1.1458

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

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