CME Swiss Franc Future September 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 1.1221 1.1229 0.0008 0.1% 1.1291
High 1.1226 1.1248 0.0022 0.2% 1.1293
Low 1.1202 1.1180 -0.0022 -0.2% 1.1178
Close 1.1219 1.1200 -0.0019 -0.2% 1.1226
Range 0.0024 0.0068 0.0044 183.3% 0.0115
ATR 0.0046 0.0048 0.0002 3.4% 0.0000
Volume 88 12 -76 -86.4% 490
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 1.1413 1.1375 1.1237
R3 1.1345 1.1307 1.1219
R2 1.1277 1.1277 1.1212
R1 1.1239 1.1239 1.1206 1.1224
PP 1.1209 1.1209 1.1209 1.1202
S1 1.1171 1.1171 1.1194 1.1156
S2 1.1141 1.1141 1.1188
S3 1.1073 1.1103 1.1181
S4 1.1005 1.1035 1.1163
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.1577 1.1517 1.1289
R3 1.1462 1.1402 1.1258
R2 1.1347 1.1347 1.1247
R1 1.1287 1.1287 1.1237 1.1260
PP 1.1232 1.1232 1.1232 1.1219
S1 1.1172 1.1172 1.1215 1.1145
S2 1.1117 1.1117 1.1205
S3 1.1002 1.1057 1.1194
S4 1.0887 1.0942 1.1163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1264 1.1178 0.0086 0.8% 0.0043 0.4% 26% False False 87
10 1.1503 1.1178 0.0325 2.9% 0.0050 0.4% 7% False False 80
20 1.1503 1.1178 0.0325 2.9% 0.0045 0.4% 7% False False 57
40 1.1503 1.1178 0.0325 2.9% 0.0045 0.4% 7% False False 52
60 1.1513 1.1178 0.0335 3.0% 0.0040 0.4% 7% False False 38
80 1.1513 1.1047 0.0466 4.2% 0.0031 0.3% 33% False False 43
100 1.1513 1.0994 0.0519 4.6% 0.0025 0.2% 40% False False 35
120 1.1513 1.0994 0.0519 4.6% 0.0021 0.2% 40% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1537
2.618 1.1426
1.618 1.1358
1.000 1.1316
0.618 1.1290
HIGH 1.1248
0.618 1.1222
0.500 1.1214
0.382 1.1206
LOW 1.1180
0.618 1.1138
1.000 1.1112
1.618 1.1070
2.618 1.1002
4.250 1.0891
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 1.1214 1.1214
PP 1.1209 1.1209
S1 1.1205 1.1205

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

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