CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 1.0366 1.0368 0.0002 0.0% 1.0514
High 1.0389 1.0411 0.0022 0.2% 1.0556
Low 1.0346 1.0356 0.0010 0.1% 1.0345
Close 1.0356 1.0391 0.0035 0.3% 1.0356
Range 0.0043 0.0055 0.0012 27.9% 0.0211
ATR 0.0081 0.0079 -0.0002 -2.3% 0.0000
Volume 16,265 14,445 -1,820 -11.2% 92,039
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0551 1.0526 1.0421
R3 1.0496 1.0471 1.0406
R2 1.0441 1.0441 1.0401
R1 1.0416 1.0416 1.0396 1.0429
PP 1.0386 1.0386 1.0386 1.0392
S1 1.0361 1.0361 1.0386 1.0374
S2 1.0331 1.0331 1.0381
S3 1.0276 1.0306 1.0376
S4 1.0221 1.0251 1.0361
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1052 1.0915 1.0472
R3 1.0841 1.0704 1.0414
R2 1.0630 1.0630 1.0395
R1 1.0493 1.0493 1.0375 1.0456
PP 1.0419 1.0419 1.0419 1.0401
S1 1.0282 1.0282 1.0337 1.0245
S2 1.0208 1.0208 1.0317
S3 0.9997 1.0071 1.0298
S4 0.9786 0.9860 1.0240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0556 1.0345 0.0211 2.0% 0.0078 0.8% 22% False False 17,940
10 1.0556 1.0345 0.0211 2.0% 0.0076 0.7% 22% False False 17,996
20 1.0556 1.0232 0.0324 3.1% 0.0073 0.7% 49% False False 17,006
40 1.0556 0.9949 0.0607 5.8% 0.0084 0.8% 73% False False 13,157
60 1.0556 0.9818 0.0738 7.1% 0.0079 0.8% 78% False False 8,800
80 1.0556 0.9818 0.0738 7.1% 0.0070 0.7% 78% False False 6,606
100 1.0556 0.9818 0.0738 7.1% 0.0062 0.6% 78% False False 5,286
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0645
2.618 1.0555
1.618 1.0500
1.000 1.0466
0.618 1.0445
HIGH 1.0411
0.618 1.0390
0.500 1.0384
0.382 1.0377
LOW 1.0356
0.618 1.0322
1.000 1.0301
1.618 1.0267
2.618 1.0212
4.250 1.0122
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 1.0389 1.0387
PP 1.0386 1.0382
S1 1.0384 1.0378

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

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