CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 1.0258 1.0313 0.0055 0.5% 1.0448
High 1.0324 1.0360 0.0036 0.3% 1.0607
Low 1.0257 1.0293 0.0036 0.4% 1.0293
Close 1.0311 1.0313 0.0002 0.0% 1.0304
Range 0.0067 0.0067 0.0000 0.0% 0.0314
ATR 0.0083 0.0082 -0.0001 -1.4% 0.0000
Volume 13,701 16,280 2,579 18.8% 108,279
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 1.0523 1.0485 1.0350
R3 1.0456 1.0418 1.0331
R2 1.0389 1.0389 1.0325
R1 1.0351 1.0351 1.0319 1.0347
PP 1.0322 1.0322 1.0322 1.0320
S1 1.0284 1.0284 1.0307 1.0280
S2 1.0255 1.0255 1.0301
S3 1.0188 1.0217 1.0295
S4 1.0121 1.0150 1.0276
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.1343 1.1138 1.0477
R3 1.1029 1.0824 1.0390
R2 1.0715 1.0715 1.0362
R1 1.0510 1.0510 1.0333 1.0456
PP 1.0401 1.0401 1.0401 1.0374
S1 1.0196 1.0196 1.0275 1.0142
S2 1.0087 1.0087 1.0246
S3 0.9773 0.9882 1.0218
S4 0.9459 0.9568 1.0131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0379 1.0256 0.0123 1.2% 0.0069 0.7% 46% False False 16,699
10 1.0607 1.0256 0.0351 3.4% 0.0086 0.8% 16% False False 19,455
20 1.0607 1.0227 0.0380 3.7% 0.0082 0.8% 23% False False 19,288
40 1.0607 1.0227 0.0380 3.7% 0.0080 0.8% 23% False False 18,440
60 1.0607 0.9949 0.0658 6.4% 0.0083 0.8% 55% False False 14,690
80 1.0607 0.9818 0.0789 7.7% 0.0080 0.8% 63% False False 11,039
100 1.0607 0.9818 0.0789 7.7% 0.0072 0.7% 63% False False 8,835
120 1.0607 0.9818 0.0789 7.7% 0.0065 0.6% 63% False False 7,364
Crabel Price Patterns
NR False
NR4 False
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 0.0013
Fibonacci Retracements and Extensions
4.250 1.0645
2.618 1.0535
1.618 1.0468
1.000 1.0427
0.618 1.0401
HIGH 1.0360
0.618 1.0334
0.500 1.0327
0.382 1.0319
LOW 1.0293
0.618 1.0252
1.000 1.0226
1.618 1.0185
2.618 1.0118
4.250 1.0008
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 1.0327 1.0311
PP 1.0322 1.0310
S1 1.0318 1.0308

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

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