CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 1.1250 1.1299 0.0049 0.4% 1.1195
High 1.1298 1.1305 0.0007 0.1% 1.1243
Low 1.1250 1.1286 0.0036 0.3% 1.1193
Close 1.1296 1.1286 -0.0010 -0.1% 1.1239
Range 0.0048 0.0019 -0.0029 -60.4% 0.0050
ATR 0.0030 0.0029 -0.0001 -2.6% 0.0000
Volume 31 122 91 293.5% 69
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.1349 1.1337 1.1296
R3 1.1330 1.1318 1.1291
R2 1.1311 1.1311 1.1289
R1 1.1299 1.1299 1.1288 1.1296
PP 1.1292 1.1292 1.1292 1.1291
S1 1.1280 1.1280 1.1284 1.1277
S2 1.1273 1.1273 1.1283
S3 1.1254 1.1261 1.1281
S4 1.1235 1.1242 1.1276
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1375 1.1357 1.1267
R3 1.1325 1.1307 1.1253
R2 1.1275 1.1275 1.1248
R1 1.1257 1.1257 1.1244 1.1266
PP 1.1225 1.1225 1.1225 1.1230
S1 1.1207 1.1207 1.1234 1.1216
S2 1.1175 1.1175 1.1230
S3 1.1125 1.1157 1.1225
S4 1.1075 1.1107 1.1212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1305 1.1205 0.0100 0.9% 0.0019 0.2% 81% True False 39
10 1.1305 1.1147 0.0158 1.4% 0.0016 0.1% 88% True False 23
20 1.1305 1.1118 0.0187 1.7% 0.0011 0.1% 90% True False 12
40 1.1468 1.1118 0.0350 3.1% 0.0009 0.1% 48% False False 8
60 1.1468 1.1118 0.0350 3.1% 0.0007 0.1% 48% False False 6
80 1.1491 1.1118 0.0373 3.3% 0.0005 0.0% 45% False False 26
100 1.1491 1.1118 0.0373 3.3% 0.0005 0.0% 45% False False 27
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 True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1386
2.618 1.1355
1.618 1.1336
1.000 1.1324
0.618 1.1317
HIGH 1.1305
0.618 1.1298
0.500 1.1296
0.382 1.1293
LOW 1.1286
0.618 1.1274
1.000 1.1267
1.618 1.1255
2.618 1.1236
4.250 1.1205
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 1.1296 1.1280
PP 1.1292 1.1274
S1 1.1289 1.1268

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

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