CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 1.0273 1.0290 0.0017 0.2% 1.0368
High 1.0327 1.0351 0.0024 0.2% 1.0457
Low 1.0258 1.0271 0.0013 0.1% 1.0227
Close 1.0282 1.0320 0.0038 0.4% 1.0238
Range 0.0069 0.0080 0.0011 15.9% 0.0230
ATR 0.0081 0.0081 0.0000 -0.1% 0.0000
Volume 18,483 15,840 -2,643 -14.3% 107,103
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0554 1.0517 1.0364
R3 1.0474 1.0437 1.0342
R2 1.0394 1.0394 1.0335
R1 1.0357 1.0357 1.0327 1.0376
PP 1.0314 1.0314 1.0314 1.0323
S1 1.0277 1.0277 1.0313 1.0296
S2 1.0234 1.0234 1.0305
S3 1.0154 1.0197 1.0298
S4 1.0074 1.0117 1.0276
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 1.0386 1.0227 0.0159 1.5% 0.0077 0.7% 58% False False 20,087
10 1.0457 1.0227 0.0230 2.2% 0.0075 0.7% 40% False False 19,178
20 1.0556 1.0227 0.0329 3.2% 0.0079 0.8% 28% False False 19,099
40 1.0556 0.9949 0.0607 5.9% 0.0085 0.8% 61% False False 16,653
60 1.0556 0.9845 0.0711 6.9% 0.0084 0.8% 67% False False 11,174
80 1.0556 0.9818 0.0738 7.2% 0.0074 0.7% 68% False False 8,387
100 1.0556 0.9818 0.0738 7.2% 0.0068 0.7% 68% False False 6,712
120 1.0556 0.9818 0.0738 7.2% 0.0062 0.6% 68% False False 5,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0691
2.618 1.0560
1.618 1.0480
1.000 1.0431
0.618 1.0400
HIGH 1.0351
0.618 1.0320
0.500 1.0311
0.382 1.0302
LOW 1.0271
0.618 1.0222
1.000 1.0191
1.618 1.0142
2.618 1.0062
4.250 0.9931
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 1.0317 1.0311
PP 1.0314 1.0302
S1 1.0311 1.0294

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

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