CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 1.1135 1.1134 -0.0001 0.0% 1.1163
High 1.1167 1.1134 -0.0033 -0.3% 1.1163
Low 1.1135 1.1133 -0.0002 0.0% 1.1118
Close 1.1159 1.1133 -0.0026 -0.2% 1.1124
Range 0.0032 0.0001 -0.0031 -96.9% 0.0045
ATR 0.0029 0.0029 0.0000 -0.7% 0.0000
Volume 11 2 -9 -81.8% 7
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1136 1.1136 1.1134
R3 1.1135 1.1135 1.1133
R2 1.1134 1.1134 1.1133
R1 1.1134 1.1134 1.1133 1.1134
PP 1.1133 1.1133 1.1133 1.1133
S1 1.1133 1.1133 1.1133 1.1133
S2 1.1132 1.1132 1.1133
S3 1.1131 1.1132 1.1133
S4 1.1130 1.1131 1.1132
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1270 1.1242 1.1149
R3 1.1225 1.1197 1.1136
R2 1.1180 1.1180 1.1132
R1 1.1152 1.1152 1.1128 1.1144
PP 1.1135 1.1135 1.1135 1.1131
S1 1.1107 1.1107 1.1120 1.1099
S2 1.1090 1.1090 1.1116
S3 1.1045 1.1062 1.1112
S4 1.1000 1.1017 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1167 1.1118 0.0049 0.4% 0.0010 0.1% 31% False False 3
10 1.1237 1.1118 0.0119 1.1% 0.0007 0.1% 13% False False 2
20 1.1237 1.1118 0.0119 1.1% 0.0009 0.1% 13% False False 3
40 1.1468 1.1118 0.0350 3.1% 0.0005 0.0% 4% False False 3
60 1.1468 1.1118 0.0350 3.1% 0.0004 0.0% 4% False False 5
80 1.1491 1.1118 0.0373 3.4% 0.0003 0.0% 4% False False 31
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1138
2.618 1.1137
1.618 1.1136
1.000 1.1135
0.618 1.1135
HIGH 1.1134
0.618 1.1134
0.500 1.1134
0.382 1.1133
LOW 1.1133
0.618 1.1132
1.000 1.1132
1.618 1.1131
2.618 1.1130
4.250 1.1129
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 1.1134 1.1143
PP 1.1133 1.1139
S1 1.1133 1.1136

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

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