CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 1.1341 1.1389 0.0048 0.4% 1.1348
High 1.1341 1.1389 0.0048 0.4% 1.1376
Low 1.1341 1.1389 0.0048 0.4% 1.1323
Close 1.1341 1.1389 0.0048 0.4% 1.1376
Range
ATR 0.0028 0.0029 0.0001 5.3% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.1389 1.1389 1.1389
R3 1.1389 1.1389 1.1389
R2 1.1389 1.1389 1.1389
R1 1.1389 1.1389 1.1389 1.1389
PP 1.1389 1.1389 1.1389 1.1389
S1 1.1389 1.1389 1.1389 1.1389
S2 1.1389 1.1389 1.1389
S3 1.1389 1.1389 1.1389
S4 1.1389 1.1389 1.1389
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% 98% False False 4
10 1.1390 1.1323 0.0067 0.6% 0.0002 0.0% 99% False False 4
20 1.1451 1.1238 0.0213 1.9% 0.0002 0.0% 71% False False 3
40 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 60% False False 56
60 1.1491 1.1098 0.0393 3.5% 0.0002 0.0% 74% 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 1.1389
2.618 1.1389
1.618 1.1389
1.000 1.1389
0.618 1.1389
HIGH 1.1389
0.618 1.1389
0.500 1.1389
0.382 1.1389
LOW 1.1389
0.618 1.1389
1.000 1.1389
1.618 1.1389
2.618 1.1389
4.250 1.1389
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 1.1389 1.1381
PP 1.1389 1.1373
S1 1.1389 1.1366

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

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