CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 1.0380 1.0352 -0.0028 -0.3% 1.0208
High 1.0394 1.0372 -0.0022 -0.2% 1.0399
Low 1.0329 1.0313 -0.0016 -0.2% 1.0127
Close 1.0349 1.0352 0.0003 0.0% 1.0349
Range 0.0065 0.0059 -0.0006 -9.2% 0.0272
ATR 0.0097 0.0094 -0.0003 -2.8% 0.0000
Volume 17,819 13,353 -4,466 -25.1% 89,157
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0523 1.0496 1.0384
R3 1.0464 1.0437 1.0368
R2 1.0405 1.0405 1.0363
R1 1.0378 1.0378 1.0357 1.0382
PP 1.0346 1.0346 1.0346 1.0347
S1 1.0319 1.0319 1.0347 1.0323
S2 1.0287 1.0287 1.0341
S3 1.0228 1.0260 1.0336
S4 1.0169 1.0201 1.0320
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1108 1.1000 1.0499
R3 1.0836 1.0728 1.0424
R2 1.0564 1.0564 1.0399
R1 1.0456 1.0456 1.0374 1.0510
PP 1.0292 1.0292 1.0292 1.0319
S1 1.0184 1.0184 1.0324 1.0238
S2 1.0020 1.0020 1.0299
S3 0.9748 0.9912 1.0274
S4 0.9476 0.9640 1.0199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0399 1.0127 0.0272 2.6% 0.0097 0.9% 83% False False 17,536
10 1.0399 0.9949 0.0450 4.3% 0.0111 1.1% 90% False False 19,138
20 1.0399 0.9949 0.0450 4.3% 0.0095 0.9% 90% False False 9,971
40 1.0405 0.9818 0.0587 5.7% 0.0082 0.8% 91% False False 5,030
60 1.0405 0.9818 0.0587 5.7% 0.0070 0.7% 91% False False 3,361
80 1.0405 0.9818 0.0587 5.7% 0.0060 0.6% 91% False False 2,523
Crabel Price Patterns
NR True
NR4 True
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 0.0034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0623
2.618 1.0526
1.618 1.0467
1.000 1.0431
0.618 1.0408
HIGH 1.0372
0.618 1.0349
0.500 1.0343
0.382 1.0336
LOW 1.0313
0.618 1.0277
1.000 1.0254
1.618 1.0218
2.618 1.0159
4.250 1.0062
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 1.0349 1.0344
PP 1.0346 1.0335
S1 1.0343 1.0327

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

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