CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 1.0314 1.0362 0.0048 0.5% 1.0240
High 1.0373 1.0470 0.0097 0.9% 1.0470
Low 1.0292 1.0356 0.0064 0.6% 1.0236
Close 1.0364 1.0444 0.0080 0.8% 1.0444
Range 0.0081 0.0114 0.0033 40.7% 0.0234
ATR 0.0081 0.0083 0.0002 2.9% 0.0000
Volume 17,918 23,842 5,924 33.1% 91,681
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0765 1.0719 1.0507
R3 1.0651 1.0605 1.0475
R2 1.0537 1.0537 1.0465
R1 1.0491 1.0491 1.0454 1.0514
PP 1.0423 1.0423 1.0423 1.0435
S1 1.0377 1.0377 1.0434 1.0400
S2 1.0309 1.0309 1.0423
S3 1.0195 1.0263 1.0413
S4 1.0081 1.0149 1.0381
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1085 1.0999 1.0573
R3 1.0851 1.0765 1.0508
R2 1.0617 1.0617 1.0487
R1 1.0531 1.0531 1.0465 1.0574
PP 1.0383 1.0383 1.0383 1.0405
S1 1.0297 1.0297 1.0423 1.0340
S2 1.0149 1.0149 1.0401
S3 0.9915 1.0063 1.0380
S4 0.9681 0.9829 1.0315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0470 1.0236 0.0234 2.2% 0.0080 0.8% 89% True False 18,336
10 1.0470 1.0227 0.0243 2.3% 0.0085 0.8% 89% True False 19,878
20 1.0556 1.0227 0.0329 3.2% 0.0080 0.8% 66% False False 19,004
40 1.0556 0.9949 0.0607 5.8% 0.0087 0.8% 82% False False 17,660
60 1.0556 0.9949 0.0607 5.8% 0.0084 0.8% 82% False False 11,867
80 1.0556 0.9818 0.0738 7.1% 0.0076 0.7% 85% False False 8,908
100 1.0556 0.9818 0.0738 7.1% 0.0066 0.6% 85% False False 7,129
120 1.0556 0.9818 0.0738 7.1% 0.0063 0.6% 85% False False 5,941
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 0.0016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0955
2.618 1.0768
1.618 1.0654
1.000 1.0584
0.618 1.0540
HIGH 1.0470
0.618 1.0426
0.500 1.0413
0.382 1.0400
LOW 1.0356
0.618 1.0286
1.000 1.0242
1.618 1.0172
2.618 1.0058
4.250 0.9872
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 1.0434 1.0420
PP 1.0423 1.0395
S1 1.0413 1.0371

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

View Archives - Comment on this page... - Back to Index of Symbols