CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 0.9850 0.9842 -0.0008 -0.1% 0.9920
High 0.9851 0.9842 -0.0009 -0.1% 0.9961
Low 0.9825 0.9842 0.0017 0.2% 0.9825
Close 0.9825 0.9842 0.0017 0.2% 0.9825
Range 0.0026 0.0000 -0.0026 -100.0% 0.0136
ATR 0.0053 0.0050 -0.0003 -4.9% 0.0000
Volume 2 0 -2 -100.0% 2
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.9842 0.9842 0.9842
R3 0.9842 0.9842 0.9842
R2 0.9842 0.9842 0.9842
R1 0.9842 0.9842 0.9842 0.9842
PP 0.9842 0.9842 0.9842 0.9842
S1 0.9842 0.9842 0.9842 0.9842
S2 0.9842 0.9842 0.9842
S3 0.9842 0.9842 0.9842
S4 0.9842 0.9842 0.9842
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0278 1.0188 0.9900
R3 1.0142 1.0052 0.9862
R2 1.0006 1.0006 0.9850
R1 0.9916 0.9916 0.9837 0.9893
PP 0.9870 0.9870 0.9870 0.9859
S1 0.9780 0.9780 0.9813 0.9757
S2 0.9734 0.9734 0.9800
S3 0.9598 0.9644 0.9788
S4 0.9462 0.9508 0.9750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9961 0.9825 0.0136 1.4% 0.0005 0.1% 13% False False
10 1.0055 0.9825 0.0230 2.3% 0.0029 0.3% 7% False False 2
20 1.0247 0.9825 0.0422 4.3% 0.0037 0.4% 4% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9842
2.618 0.9842
1.618 0.9842
1.000 0.9842
0.618 0.9842
HIGH 0.9842
0.618 0.9842
0.500 0.9842
0.382 0.9842
LOW 0.9842
0.618 0.9842
1.000 0.9842
1.618 0.9842
2.618 0.9842
4.250 0.9842
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 0.9842 0.9861
PP 0.9842 0.9854
S1 0.9842 0.9848

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

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