CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 1.0693 1.0656 -0.0037 -0.3% 1.0930
High 1.0693 1.0656 -0.0037 -0.3% 1.0930
Low 1.0693 1.0656 -0.0037 -0.3% 1.0661
Close 1.0693 1.0656 -0.0037 -0.3% 1.0717
Range
ATR 0.0056 0.0055 -0.0001 -2.5% 0.0000
Volume
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0656 1.0656 1.0656
R3 1.0656 1.0656 1.0656
R2 1.0656 1.0656 1.0656
R1 1.0656 1.0656 1.0656 1.0656
PP 1.0656 1.0656 1.0656 1.0656
S1 1.0656 1.0656 1.0656 1.0656
S2 1.0656 1.0656 1.0656
S3 1.0656 1.0656 1.0656
S4 1.0656 1.0656 1.0656
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1576 1.1416 1.0865
R3 1.1307 1.1147 1.0791
R2 1.1038 1.1038 1.0766
R1 1.0878 1.0878 1.0742 1.0824
PP 1.0769 1.0769 1.0769 1.0742
S1 1.0609 1.0609 1.0692 1.0555
S2 1.0500 1.0500 1.0668
S3 1.0231 1.0340 1.0643
S4 0.9962 1.0071 1.0569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0737 1.0652 0.0085 0.8% 0.0016 0.1% 5% False False
10 1.0930 1.0652 0.0278 2.6% 0.0008 0.1% 1% False False
20 1.1036 1.0652 0.0384 3.6% 0.0004 0.0% 1% False False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0656
2.618 1.0656
1.618 1.0656
1.000 1.0656
0.618 1.0656
HIGH 1.0656
0.618 1.0656
0.500 1.0656
0.382 1.0656
LOW 1.0656
0.618 1.0656
1.000 1.0656
1.618 1.0656
2.618 1.0656
4.250 1.0656
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 1.0656 1.0673
PP 1.0656 1.0667
S1 1.0656 1.0662

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

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