CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 1.0368 1.0367 -0.0001 0.0% 1.0255
High 1.0398 1.0380 -0.0018 -0.2% 1.0441
Low 1.0357 1.0333 -0.0024 -0.2% 1.0232
Close 1.0383 1.0359 -0.0024 -0.2% 1.0383
Range 0.0041 0.0047 0.0006 14.6% 0.0209
ATR 0.0076 0.0074 -0.0002 -2.4% 0.0000
Volume 11,265 712 -10,553 -93.7% 139,807
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0498 1.0476 1.0385
R3 1.0451 1.0429 1.0372
R2 1.0404 1.0404 1.0368
R1 1.0382 1.0382 1.0363 1.0370
PP 1.0357 1.0357 1.0357 1.0351
S1 1.0335 1.0335 1.0355 1.0323
S2 1.0310 1.0310 1.0350
S3 1.0263 1.0288 1.0346
S4 1.0216 1.0241 1.0333
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0979 1.0890 1.0498
R3 1.0770 1.0681 1.0440
R2 1.0561 1.0561 1.0421
R1 1.0472 1.0472 1.0402 1.0517
PP 1.0352 1.0352 1.0352 1.0374
S1 1.0263 1.0263 1.0364 1.0308
S2 1.0143 1.0143 1.0345
S3 0.9934 1.0054 1.0326
S4 0.9725 0.9845 1.0268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0441 1.0297 0.0144 1.4% 0.0066 0.6% 43% False False 21,502
10 1.0441 1.0049 0.0392 3.8% 0.0082 0.8% 79% False False 24,459
20 1.0441 1.0049 0.0392 3.8% 0.0068 0.7% 79% False False 20,967
40 1.0607 1.0049 0.0558 5.4% 0.0076 0.7% 56% False False 20,264
60 1.0607 1.0049 0.0558 5.4% 0.0075 0.7% 56% False False 19,234
80 1.0607 0.9949 0.0658 6.4% 0.0080 0.8% 62% False False 16,530
100 1.0607 0.9818 0.0789 7.6% 0.0078 0.8% 69% False False 13,242
120 1.0607 0.9818 0.0789 7.6% 0.0072 0.7% 69% False False 11,038
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0580
2.618 1.0503
1.618 1.0456
1.000 1.0427
0.618 1.0409
HIGH 1.0380
0.618 1.0362
0.500 1.0357
0.382 1.0351
LOW 1.0333
0.618 1.0304
1.000 1.0286
1.618 1.0257
2.618 1.0210
4.250 1.0133
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 1.0358 1.0387
PP 1.0357 1.0378
S1 1.0357 1.0368

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

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