CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 30-Aug-2016
Day Change Summary
Previous Current
29-Aug-2016 30-Aug-2016 Change Change % Previous Week
Open 1.0230 1.0233 0.0003 0.0% 1.0421
High 1.0251 1.0240 -0.0011 -0.1% 1.0438
Low 1.0209 1.0169 -0.0040 -0.4% 1.0223
Close 1.0233 1.0175 -0.0058 -0.6% 1.0226
Range 0.0042 0.0071 0.0029 69.0% 0.0215
ATR 0.0077 0.0077 0.0000 -0.6% 0.0000
Volume 16,371 21,421 5,050 30.8% 115,215
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0408 1.0362 1.0214
R3 1.0337 1.0291 1.0195
R2 1.0266 1.0266 1.0188
R1 1.0220 1.0220 1.0182 1.0208
PP 1.0195 1.0195 1.0195 1.0188
S1 1.0149 1.0149 1.0168 1.0137
S2 1.0124 1.0124 1.0162
S3 1.0053 1.0078 1.0155
S4 0.9982 1.0007 1.0136
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0941 1.0798 1.0344
R3 1.0726 1.0583 1.0285
R2 1.0511 1.0511 1.0265
R1 1.0368 1.0368 1.0246 1.0332
PP 1.0296 1.0296 1.0296 1.0278
S1 1.0153 1.0153 1.0206 1.0117
S2 1.0081 1.0081 1.0187
S3 0.9866 0.9938 1.0167
S4 0.9651 0.9723 1.0108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0402 1.0169 0.0233 2.3% 0.0079 0.8% 3% False True 24,500
10 1.0501 1.0169 0.0332 3.3% 0.0073 0.7% 2% False True 22,300
20 1.0501 1.0169 0.0332 3.3% 0.0074 0.7% 2% False True 18,224
40 1.0501 1.0034 0.0467 4.6% 0.0076 0.7% 30% False False 17,270
60 1.0552 1.0034 0.0518 5.1% 0.0079 0.8% 27% False False 18,988
80 1.0552 1.0034 0.0518 5.1% 0.0072 0.7% 27% False False 14,451
100 1.0650 1.0034 0.0616 6.1% 0.0067 0.7% 23% False False 11,565
120 1.0650 1.0034 0.0616 6.1% 0.0060 0.6% 23% False False 9,639
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0542
2.618 1.0426
1.618 1.0355
1.000 1.0311
0.618 1.0284
HIGH 1.0240
0.618 1.0213
0.500 1.0205
0.382 1.0196
LOW 1.0169
0.618 1.0125
1.000 1.0098
1.618 1.0054
2.618 0.9983
4.250 0.9867
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 1.0205 1.0282
PP 1.0195 1.0246
S1 1.0185 1.0211

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

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