CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 1.1451 1.1394 -0.0057 -0.5% 1.1291
High 1.1451 1.1394 -0.0057 -0.5% 1.1451
Low 1.1451 1.1394 -0.0057 -0.5% 1.1291
Close 1.1451 1.1394 -0.0057 -0.5% 1.1451
Range
ATR 0.0034 0.0036 0.0002 4.8% 0.0000
Volume 4 4 0 0.0% 14
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1394 1.1394 1.1394
R3 1.1394 1.1394 1.1394
R2 1.1394 1.1394 1.1394
R1 1.1394 1.1394 1.1394 1.1394
PP 1.1394 1.1394 1.1394 1.1394
S1 1.1394 1.1394 1.1394 1.1394
S2 1.1394 1.1394 1.1394
S3 1.1394 1.1394 1.1394
S4 1.1394 1.1394 1.1394
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1878 1.1824 1.1539
R3 1.1718 1.1664 1.1495
R2 1.1558 1.1558 1.1480
R1 1.1504 1.1504 1.1466 1.1531
PP 1.1398 1.1398 1.1398 1.1411
S1 1.1344 1.1344 1.1436 1.1371
S2 1.1238 1.1238 1.1422
S3 1.1078 1.1184 1.1407
S4 1.0918 1.1024 1.1363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1451 1.1322 0.0129 1.1% 0.0005 0.0% 56% False False 3
10 1.1451 1.1238 0.0213 1.9% 0.0003 0.0% 73% False False 2
20 1.1476 1.1238 0.0238 2.1% 0.0003 0.0% 66% False False 40
40 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 62% False False 59
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.1394
2.618 1.1394
1.618 1.1394
1.000 1.1394
0.618 1.1394
HIGH 1.1394
0.618 1.1394
0.500 1.1394
0.382 1.1394
LOW 1.1394
0.618 1.1394
1.000 1.1394
1.618 1.1394
2.618 1.1394
4.250 1.1394
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 1.1394 1.1423
PP 1.1394 1.1413
S1 1.1394 1.1404

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

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