CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 1.0506 1.0491 -0.0015 -0.1% 1.0469
High 1.0556 1.0498 -0.0058 -0.5% 1.0531
Low 1.0450 1.0365 -0.0085 -0.8% 1.0423
Close 1.0499 1.0368 -0.0131 -1.2% 1.0514
Range 0.0106 0.0133 0.0027 25.5% 0.0108
ATR 0.0082 0.0086 0.0004 4.5% 0.0000
Volume 18,142 22,357 4,215 23.2% 89,264
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0809 1.0722 1.0441
R3 1.0676 1.0589 1.0405
R2 1.0543 1.0543 1.0392
R1 1.0456 1.0456 1.0380 1.0433
PP 1.0410 1.0410 1.0410 1.0399
S1 1.0323 1.0323 1.0356 1.0300
S2 1.0277 1.0277 1.0344
S3 1.0144 1.0190 1.0331
S4 1.0011 1.0057 1.0295
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0813 1.0772 1.0573
R3 1.0705 1.0664 1.0544
R2 1.0597 1.0597 1.0534
R1 1.0556 1.0556 1.0524 1.0577
PP 1.0489 1.0489 1.0489 1.0500
S1 1.0448 1.0448 1.0504 1.0469
S2 1.0381 1.0381 1.0494
S3 1.0273 1.0340 1.0484
S4 1.0165 1.0232 1.0455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0556 1.0365 0.0191 1.8% 0.0089 0.9% 2% False True 18,711
10 1.0556 1.0365 0.0191 1.8% 0.0083 0.8% 2% False True 19,021
20 1.0556 1.0127 0.0429 4.1% 0.0084 0.8% 56% False False 17,728
40 1.0556 0.9949 0.0607 5.9% 0.0084 0.8% 69% False False 11,932
60 1.0556 0.9818 0.0738 7.1% 0.0079 0.8% 75% False False 7,982
80 1.0556 0.9818 0.0738 7.1% 0.0069 0.7% 75% False False 5,991
100 1.0556 0.9818 0.0738 7.1% 0.0062 0.6% 75% False False 4,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1063
2.618 1.0846
1.618 1.0713
1.000 1.0631
0.618 1.0580
HIGH 1.0498
0.618 1.0447
0.500 1.0432
0.382 1.0416
LOW 1.0365
0.618 1.0283
1.000 1.0232
1.618 1.0150
2.618 1.0017
4.250 0.9800
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 1.0432 1.0461
PP 1.0410 1.0430
S1 1.0389 1.0399

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

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