CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 1.0306 1.0359 0.0053 0.5% 1.0056
High 1.0370 1.0439 0.0069 0.7% 1.0255
Low 1.0297 1.0355 0.0058 0.6% 1.0049
Close 1.0363 1.0428 0.0065 0.6% 1.0240
Range 0.0073 0.0084 0.0011 15.1% 0.0206
ATR 0.0077 0.0078 0.0000 0.6% 0.0000
Volume 29,354 33,433 4,079 13.9% 104,077
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0659 1.0628 1.0474
R3 1.0575 1.0544 1.0451
R2 1.0491 1.0491 1.0443
R1 1.0460 1.0460 1.0436 1.0476
PP 1.0407 1.0407 1.0407 1.0415
S1 1.0376 1.0376 1.0420 1.0392
S2 1.0323 1.0323 1.0413
S3 1.0239 1.0292 1.0405
S4 1.0155 1.0208 1.0382
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0799 1.0726 1.0353
R3 1.0593 1.0520 1.0297
R2 1.0387 1.0387 1.0278
R1 1.0314 1.0314 1.0259 1.0351
PP 1.0181 1.0181 1.0181 1.0200
S1 1.0108 1.0108 1.0221 1.0145
S2 0.9975 0.9975 1.0202
S3 0.9769 0.9902 1.0183
S4 0.9563 0.9696 1.0127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0439 1.0083 0.0356 3.4% 0.0096 0.9% 97% True False 30,560
10 1.0439 1.0049 0.0390 3.7% 0.0082 0.8% 97% True False 25,257
20 1.0439 1.0049 0.0390 3.7% 0.0071 0.7% 97% True False 21,316
40 1.0607 1.0049 0.0558 5.4% 0.0077 0.7% 68% False False 20,574
60 1.0607 1.0049 0.0558 5.4% 0.0078 0.8% 68% False False 19,431
80 1.0607 0.9949 0.0658 6.3% 0.0080 0.8% 73% False False 15,974
100 1.0607 0.9818 0.0789 7.6% 0.0078 0.7% 77% False False 12,796
120 1.0607 0.9818 0.0789 7.6% 0.0071 0.7% 77% False False 10,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0796
2.618 1.0659
1.618 1.0575
1.000 1.0523
0.618 1.0491
HIGH 1.0439
0.618 1.0407
0.500 1.0397
0.382 1.0387
LOW 1.0355
0.618 1.0303
1.000 1.0271
1.618 1.0219
2.618 1.0135
4.250 0.9998
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 1.0418 1.0397
PP 1.0407 1.0366
S1 1.0397 1.0336

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

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