CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 1.1491 1.1482 -0.0009 -0.1% 1.1416
High 1.1491 1.1482 -0.0009 -0.1% 1.1491
Low 1.1491 1.1482 -0.0009 -0.1% 1.1416
Close 1.1491 1.1482 -0.0009 -0.1% 1.1491
Range
ATR 0.0039 0.0037 -0.0002 -5.5% 0.0000
Volume 156 156 0 0.0% 780
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1482 1.1482 1.1482
R3 1.1482 1.1482 1.1482
R2 1.1482 1.1482 1.1482
R1 1.1482 1.1482 1.1482 1.1482
PP 1.1482 1.1482 1.1482 1.1482
S1 1.1482 1.1482 1.1482 1.1482
S2 1.1482 1.1482 1.1482
S3 1.1482 1.1482 1.1482
S4 1.1482 1.1482 1.1482
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.1691 1.1666 1.1532
R3 1.1616 1.1591 1.1512
R2 1.1541 1.1541 1.1505
R1 1.1516 1.1516 1.1498 1.1529
PP 1.1466 1.1466 1.1466 1.1472
S1 1.1441 1.1441 1.1484 1.1454
S2 1.1391 1.1391 1.1477
S3 1.1316 1.1366 1.1470
S4 1.1241 1.1291 1.1450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1491 1.1427 0.0064 0.6% 0.0000 0.0% 86% False False 156
10 1.1491 1.1297 0.0194 1.7% 0.0000 0.0% 95% False False 156
20 1.1491 1.1255 0.0236 2.1% 0.0001 0.0% 96% False False 78
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 1.1482
2.618 1.1482
1.618 1.1482
1.000 1.1482
0.618 1.1482
HIGH 1.1482
0.618 1.1482
0.500 1.1482
0.382 1.1482
LOW 1.1482
0.618 1.1482
1.000 1.1482
1.618 1.1482
2.618 1.1482
4.250 1.1482
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 1.1482 1.1479
PP 1.1482 1.1476
S1 1.1482 1.1474

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

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