CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 1.0311 1.0274 -0.0037 -0.4% 1.0368
High 1.0386 1.0295 -0.0091 -0.9% 1.0457
Low 1.0274 1.0227 -0.0047 -0.5% 1.0227
Close 1.0285 1.0238 -0.0047 -0.5% 1.0238
Range 0.0112 0.0068 -0.0044 -39.3% 0.0230
ATR 0.0085 0.0084 -0.0001 -1.4% 0.0000
Volume 30,669 19,848 -10,821 -35.3% 107,103
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0457 1.0416 1.0275
R3 1.0389 1.0348 1.0257
R2 1.0321 1.0321 1.0250
R1 1.0280 1.0280 1.0244 1.0267
PP 1.0253 1.0253 1.0253 1.0247
S1 1.0212 1.0212 1.0232 1.0199
S2 1.0185 1.0185 1.0226
S3 1.0117 1.0144 1.0219
S4 1.0049 1.0076 1.0201
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0997 1.0848 1.0365
R3 1.0767 1.0618 1.0301
R2 1.0537 1.0537 1.0280
R1 1.0388 1.0388 1.0259 1.0348
PP 1.0307 1.0307 1.0307 1.0287
S1 1.0158 1.0158 1.0217 1.0118
S2 1.0077 1.0077 1.0196
S3 0.9847 0.9928 1.0175
S4 0.9617 0.9698 1.0112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0457 1.0227 0.0230 2.2% 0.0089 0.9% 5% False True 21,420
10 1.0556 1.0227 0.0329 3.2% 0.0086 0.8% 3% False True 19,914
20 1.0556 1.0227 0.0329 3.2% 0.0083 0.8% 3% False True 19,160
40 1.0556 0.9949 0.0607 5.9% 0.0086 0.8% 48% False False 15,466
60 1.0556 0.9818 0.0738 7.2% 0.0083 0.8% 57% False False 10,343
80 1.0556 0.9818 0.0738 7.2% 0.0074 0.7% 57% False False 7,763
100 1.0556 0.9818 0.0738 7.2% 0.0066 0.6% 57% False False 6,212
120 1.0556 0.9818 0.0738 7.2% 0.0061 0.6% 57% False False 5,177
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 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0584
2.618 1.0473
1.618 1.0405
1.000 1.0363
0.618 1.0337
HIGH 1.0295
0.618 1.0269
0.500 1.0261
0.382 1.0253
LOW 1.0227
0.618 1.0185
1.000 1.0159
1.618 1.0117
2.618 1.0049
4.250 0.9938
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 1.0261 1.0332
PP 1.0253 1.0300
S1 1.0246 1.0269

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

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