CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 1.0352 1.0340 -0.0012 -0.1% 1.0208
High 1.0372 1.0358 -0.0014 -0.1% 1.0399
Low 1.0313 1.0309 -0.0004 0.0% 1.0127
Close 1.0352 1.0315 -0.0037 -0.4% 1.0349
Range 0.0059 0.0049 -0.0010 -16.9% 0.0272
ATR 0.0094 0.0091 -0.0003 -3.4% 0.0000
Volume 13,353 14,126 773 5.8% 89,157
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0474 1.0444 1.0342
R3 1.0425 1.0395 1.0328
R2 1.0376 1.0376 1.0324
R1 1.0346 1.0346 1.0319 1.0337
PP 1.0327 1.0327 1.0327 1.0323
S1 1.0297 1.0297 1.0311 1.0288
S2 1.0278 1.0278 1.0306
S3 1.0229 1.0248 1.0302
S4 1.0180 1.0199 1.0288
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% 0.0098 0.9% 69% False False 18,220
10 1.0399 0.9949 0.0450 4.4% 0.0109 1.1% 81% False False 19,732
20 1.0399 0.9949 0.0450 4.4% 0.0093 0.9% 81% False False 10,672
40 1.0405 0.9818 0.0587 5.7% 0.0083 0.8% 85% False False 5,383
60 1.0405 0.9818 0.0587 5.7% 0.0070 0.7% 85% False False 3,596
80 1.0405 0.9818 0.0587 5.7% 0.0061 0.6% 85% False False 2,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0566
2.618 1.0486
1.618 1.0437
1.000 1.0407
0.618 1.0388
HIGH 1.0358
0.618 1.0339
0.500 1.0334
0.382 1.0328
LOW 1.0309
0.618 1.0279
1.000 1.0260
1.618 1.0230
2.618 1.0181
4.250 1.0101
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 1.0334 1.0352
PP 1.0327 1.0339
S1 1.0321 1.0327

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

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