CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 1.1291 1.1295 0.0004 0.0% 1.1184
High 1.1291 1.1295 0.0004 0.0% 1.1250
Low 1.1291 1.1295 0.0004 0.0% 1.1140
Close 1.1291 1.1295 0.0004 0.0% 1.1250
Range
ATR 0.0042 0.0039 -0.0003 -6.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1295 1.1295 1.1295
R3 1.1295 1.1295 1.1295
R2 1.1295 1.1295 1.1295
R1 1.1295 1.1295 1.1295 1.1295
PP 1.1295 1.1295 1.1295 1.1295
S1 1.1295 1.1295 1.1295 1.1295
S2 1.1295 1.1295 1.1295
S3 1.1295 1.1295 1.1295
S4 1.1295 1.1295 1.1295
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1543 1.1507 1.1311
R3 1.1433 1.1397 1.1280
R2 1.1323 1.1323 1.1270
R1 1.1287 1.1287 1.1260 1.1305
PP 1.1213 1.1213 1.1213 1.1223
S1 1.1177 1.1177 1.1240 1.1195
S2 1.1103 1.1103 1.1230
S3 1.0993 1.1067 1.1220
S4 1.0883 1.0957 1.1190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1295 1.1140 0.0155 1.4% 0.0000 0.0% 100% True False 1
10 1.1295 1.1110 0.0185 1.6% 0.0005 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 1.1295
2.618 1.1295
1.618 1.1295
1.000 1.1295
0.618 1.1295
HIGH 1.1295
0.618 1.1295
0.500 1.1295
0.382 1.1295
LOW 1.1295
0.618 1.1295
1.000 1.1295
1.618 1.1295
2.618 1.1295
4.250 1.1295
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 1.1295 1.1288
PP 1.1295 1.1280
S1 1.1295 1.1273

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

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