CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 1.1294 1.1283 -0.0011 -0.1% 1.1419
High 1.1294 1.1283 -0.0011 -0.1% 1.1468
Low 1.1294 1.1283 -0.0011 -0.1% 1.1294
Close 1.1294 1.1283 -0.0011 -0.1% 1.1294
Range
ATR 0.0033 0.0032 -0.0002 -4.8% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 1.1283 1.1283 1.1283
R3 1.1283 1.1283 1.1283
R2 1.1283 1.1283 1.1283
R1 1.1283 1.1283 1.1283 1.1283
PP 1.1283 1.1283 1.1283 1.1283
S1 1.1283 1.1283 1.1283 1.1283
S2 1.1283 1.1283 1.1283
S3 1.1283 1.1283 1.1283
S4 1.1283 1.1283 1.1283
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.1874 1.1758 1.1390
R3 1.1700 1.1584 1.1342
R2 1.1526 1.1526 1.1326
R1 1.1410 1.1410 1.1310 1.1381
PP 1.1352 1.1352 1.1352 1.1338
S1 1.1236 1.1236 1.1278 1.1207
S2 1.1178 1.1178 1.1262
S3 1.1004 1.1062 1.1246
S4 1.0830 1.0888 1.1198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1468 1.1283 0.0185 1.6% 0.0000 0.0% 0% False True 4
10 1.1468 1.1283 0.0185 1.6% 0.0000 0.0% 0% False True 4
20 1.1468 1.1283 0.0185 1.6% 0.0001 0.0% 0% False True 4
40 1.1482 1.1238 0.0244 2.2% 0.0002 0.0% 18% False False 25
60 1.1491 1.1238 0.0253 2.2% 0.0002 0.0% 18% 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 1.1283
2.618 1.1283
1.618 1.1283
1.000 1.1283
0.618 1.1283
HIGH 1.1283
0.618 1.1283
0.500 1.1283
0.382 1.1283
LOW 1.1283
0.618 1.1283
1.000 1.1283
1.618 1.1283
2.618 1.1283
4.250 1.1283
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 1.1283 1.1340
PP 1.1283 1.1321
S1 1.1283 1.1302

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

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