CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 1.1297 1.1390 0.0093 0.8% 1.1283
High 1.1297 1.1390 0.0093 0.8% 1.1421
Low 1.1297 1.1390 0.0093 0.8% 1.1255
Close 1.1297 1.1390 0.0093 0.8% 1.1421
Range
ATR 0.0042 0.0046 0.0004 8.6% 0.0000
Volume 156 156 0 0.0% 5
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1390 1.1390 1.1390
R3 1.1390 1.1390 1.1390
R2 1.1390 1.1390 1.1390
R1 1.1390 1.1390 1.1390 1.1390
PP 1.1390 1.1390 1.1390 1.1390
S1 1.1390 1.1390 1.1390 1.1390
S2 1.1390 1.1390 1.1390
S3 1.1390 1.1390 1.1390
S4 1.1390 1.1390 1.1390
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.1864 1.1808 1.1512
R3 1.1698 1.1642 1.1467
R2 1.1532 1.1532 1.1451
R1 1.1476 1.1476 1.1436 1.1504
PP 1.1366 1.1366 1.1366 1.1380
S1 1.1310 1.1310 1.1406 1.1338
S2 1.1200 1.1200 1.1391
S3 1.1034 1.1144 1.1375
S4 1.0868 1.0978 1.1330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1421 1.1297 0.0124 1.1% 0.0005 0.0% 75% False False 94
10 1.1421 1.1255 0.0166 1.5% 0.0002 0.0% 81% False False 47
20 1.1421 1.1130 0.0291 2.6% 0.0004 0.0% 89% False False 24
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 1.1390
2.618 1.1390
1.618 1.1390
1.000 1.1390
0.618 1.1390
HIGH 1.1390
0.618 1.1390
0.500 1.1390
0.382 1.1390
LOW 1.1390
0.618 1.1390
1.000 1.1390
1.618 1.1390
2.618 1.1390
4.250 1.1390
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 1.1390 1.1375
PP 1.1390 1.1359
S1 1.1390 1.1344

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

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