CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 29-Apr-2014
Day Change Summary
Previous Current
28-Apr-2014 29-Apr-2014 Change Change % Previous Week
Open 1.1390 1.1341 -0.0049 -0.4% 1.1348
High 1.1390 1.1341 -0.0049 -0.4% 1.1376
Low 1.1390 1.1341 -0.0049 -0.4% 1.1323
Close 1.1390 1.1341 -0.0049 -0.4% 1.1376
Range
ATR 0.0026 0.0028 0.0002 6.4% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 29-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1341 1.1341 1.1341
R3 1.1341 1.1341 1.1341
R2 1.1341 1.1341 1.1341
R1 1.1341 1.1341 1.1341 1.1341
PP 1.1341 1.1341 1.1341 1.1341
S1 1.1341 1.1341 1.1341 1.1341
S2 1.1341 1.1341 1.1341
S3 1.1341 1.1341 1.1341
S4 1.1341 1.1341 1.1341
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1517 1.1500 1.1405
R3 1.1464 1.1447 1.1391
R2 1.1411 1.1411 1.1386
R1 1.1394 1.1394 1.1381 1.1403
PP 1.1358 1.1358 1.1358 1.1363
S1 1.1341 1.1341 1.1371 1.1350
S2 1.1305 1.1305 1.1366
S3 1.1252 1.1288 1.1361
S4 1.1199 1.1235 1.1347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1390 1.1341 0.0049 0.4% 0.0000 0.0% 0% False True 4
10 1.1390 1.1323 0.0067 0.6% 0.0002 0.0% 27% False False 4
20 1.1451 1.1238 0.0213 1.9% 0.0002 0.0% 48% False False 3
40 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 41% False False 60
60 1.1491 1.1070 0.0421 3.7% 0.0004 0.0% 64% False False 40
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 1.1341
2.618 1.1341
1.618 1.1341
1.000 1.1341
0.618 1.1341
HIGH 1.1341
0.618 1.1341
0.500 1.1341
0.382 1.1341
LOW 1.1341
0.618 1.1341
1.000 1.1341
1.618 1.1341
2.618 1.1341
4.250 1.1341
Fisher Pivots for day following 29-Apr-2014
Pivot 1 day 3 day
R1 1.1341 1.1366
PP 1.1341 1.1357
S1 1.1341 1.1349

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

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