CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 1.1233 1.1205 -0.0028 -0.2% 1.1135
High 1.1233 1.1205 -0.0028 -0.2% 1.1201
Low 1.1217 1.1205 -0.0012 -0.1% 1.1133
Close 1.1217 1.1205 -0.0012 -0.1% 1.1181
Range 0.0016 0.0000 -0.0016 -100.0% 0.0068
ATR 0.0028 0.0027 -0.0001 -4.1% 0.0000
Volume 19 13 -6 -31.6% 21
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1205 1.1205 1.1205
R3 1.1205 1.1205 1.1205
R2 1.1205 1.1205 1.1205
R1 1.1205 1.1205 1.1205 1.1205
PP 1.1205 1.1205 1.1205 1.1205
S1 1.1205 1.1205 1.1205 1.1205
S2 1.1205 1.1205 1.1205
S3 1.1205 1.1205 1.1205
S4 1.1205 1.1205 1.1205
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1376 1.1346 1.1218
R3 1.1308 1.1278 1.1200
R2 1.1240 1.1240 1.1193
R1 1.1210 1.1210 1.1187 1.1225
PP 1.1172 1.1172 1.1172 1.1179
S1 1.1142 1.1142 1.1175 1.1157
S2 1.1104 1.1104 1.1169
S3 1.1036 1.1074 1.1162
S4 1.0968 1.1006 1.1144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1233 1.1174 0.0059 0.5% 0.0006 0.1% 53% False False 12
10 1.1233 1.1118 0.0115 1.0% 0.0012 0.1% 76% False False 8
20 1.1237 1.1118 0.0119 1.1% 0.0011 0.1% 73% False False 5
40 1.1468 1.1118 0.0350 3.1% 0.0007 0.1% 25% False False 4
60 1.1468 1.1118 0.0350 3.1% 0.0005 0.0% 25% False False 3
80 1.1491 1.1118 0.0373 3.3% 0.0004 0.0% 23% False False 30
100 1.1491 1.1098 0.0393 3.5% 0.0004 0.0% 27% False False 26
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1205
2.618 1.1205
1.618 1.1205
1.000 1.1205
0.618 1.1205
HIGH 1.1205
0.618 1.1205
0.500 1.1205
0.382 1.1205
LOW 1.1205
0.618 1.1205
1.000 1.1205
1.618 1.1205
2.618 1.1205
4.250 1.1205
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 1.1205 1.1217
PP 1.1205 1.1213
S1 1.1205 1.1209

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

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