CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 1.0274 1.0240 -0.0034 -0.3% 1.0368
High 1.0295 1.0291 -0.0004 0.0% 1.0457
Low 1.0227 1.0236 0.0009 0.1% 1.0227
Close 1.0238 1.0265 0.0027 0.3% 1.0238
Range 0.0068 0.0055 -0.0013 -19.1% 0.0230
ATR 0.0084 0.0082 -0.0002 -2.4% 0.0000
Volume 19,848 15,598 -4,250 -21.4% 107,103
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0429 1.0402 1.0295
R3 1.0374 1.0347 1.0280
R2 1.0319 1.0319 1.0275
R1 1.0292 1.0292 1.0270 1.0306
PP 1.0264 1.0264 1.0264 1.0271
S1 1.0237 1.0237 1.0260 1.0251
S2 1.0209 1.0209 1.0255
S3 1.0154 1.0182 1.0250
S4 1.0099 1.0127 1.0235
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% 17% False False 21,651
10 1.0556 1.0227 0.0329 3.2% 0.0084 0.8% 12% False False 19,795
20 1.0556 1.0227 0.0329 3.2% 0.0081 0.8% 12% False False 19,557
40 1.0556 0.9949 0.0607 5.9% 0.0085 0.8% 52% False False 15,852
60 1.0556 0.9818 0.0738 7.2% 0.0083 0.8% 61% False False 10,602
80 1.0556 0.9818 0.0738 7.2% 0.0074 0.7% 61% False False 7,958
100 1.0556 0.9818 0.0738 7.2% 0.0066 0.6% 61% False False 6,368
120 1.0556 0.9818 0.0738 7.2% 0.0061 0.6% 61% False False 5,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0525
2.618 1.0435
1.618 1.0380
1.000 1.0346
0.618 1.0325
HIGH 1.0291
0.618 1.0270
0.500 1.0264
0.382 1.0257
LOW 1.0236
0.618 1.0202
1.000 1.0181
1.618 1.0147
2.618 1.0092
4.250 1.0002
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 1.0265 1.0307
PP 1.0264 1.0293
S1 1.0264 1.0279

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

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