CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 1.0489 1.0489 0.0000 0.0% 1.0240
High 1.0607 1.0506 -0.0101 -1.0% 1.0470
Low 1.0485 1.0444 -0.0041 -0.4% 1.0236
Close 1.0500 1.0476 -0.0024 -0.2% 1.0444
Range 0.0122 0.0062 -0.0060 -49.2% 0.0234
ATR 0.0085 0.0084 -0.0002 -2.0% 0.0000
Volume 31,176 17,836 -13,340 -42.8% 91,681
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 1.0661 1.0631 1.0510
R3 1.0599 1.0569 1.0493
R2 1.0537 1.0537 1.0487
R1 1.0507 1.0507 1.0482 1.0491
PP 1.0475 1.0475 1.0475 1.0468
S1 1.0445 1.0445 1.0470 1.0429
S2 1.0413 1.0413 1.0465
S3 1.0351 1.0383 1.0459
S4 1.0289 1.0321 1.0442
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 1.0607 1.0292 0.0315 3.0% 0.0091 0.9% 58% False False 21,450
10 1.0607 1.0227 0.0380 3.6% 0.0084 0.8% 66% False False 20,769
20 1.0607 1.0227 0.0380 3.6% 0.0082 0.8% 66% False False 19,629
40 1.0607 0.9949 0.0658 6.3% 0.0087 0.8% 80% False False 18,995
60 1.0607 0.9949 0.0658 6.3% 0.0084 0.8% 80% False False 12,950
80 1.0607 0.9818 0.0789 7.5% 0.0077 0.7% 83% False False 9,726
100 1.0607 0.9818 0.0789 7.5% 0.0069 0.7% 83% False False 7,784
120 1.0607 0.9818 0.0789 7.5% 0.0064 0.6% 83% False False 6,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0770
2.618 1.0668
1.618 1.0606
1.000 1.0568
0.618 1.0544
HIGH 1.0506
0.618 1.0482
0.500 1.0475
0.382 1.0468
LOW 1.0444
0.618 1.0406
1.000 1.0382
1.618 1.0344
2.618 1.0282
4.250 1.0181
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 1.0476 1.0519
PP 1.0475 1.0504
S1 1.0475 1.0490

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

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