CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 1.0359 1.0431 0.0072 0.7% 1.0056
High 1.0439 1.0441 0.0002 0.0% 1.0255
Low 1.0355 1.0357 0.0002 0.0% 1.0049
Close 1.0428 1.0386 -0.0042 -0.4% 1.0240
Range 0.0084 0.0084 0.0000 0.0% 0.0206
ATR 0.0078 0.0078 0.0000 0.6% 0.0000
Volume 33,433 32,747 -686 -2.1% 104,077
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0647 1.0600 1.0432
R3 1.0563 1.0516 1.0409
R2 1.0479 1.0479 1.0401
R1 1.0432 1.0432 1.0394 1.0414
PP 1.0395 1.0395 1.0395 1.0385
S1 1.0348 1.0348 1.0378 1.0330
S2 1.0311 1.0311 1.0371
S3 1.0227 1.0264 1.0363
S4 1.0143 1.0180 1.0340
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 1.0441 1.0083 0.0358 3.4% 0.0102 1.0% 85% True False 33,698
10 1.0441 1.0049 0.0392 3.8% 0.0087 0.8% 86% True False 26,950
20 1.0441 1.0049 0.0392 3.8% 0.0071 0.7% 86% True False 22,268
40 1.0607 1.0049 0.0558 5.4% 0.0076 0.7% 60% False False 20,833
60 1.0607 1.0049 0.0558 5.4% 0.0079 0.8% 60% False False 19,798
80 1.0607 0.9949 0.0658 6.3% 0.0080 0.8% 66% False False 16,382
100 1.0607 0.9818 0.0789 7.6% 0.0078 0.7% 72% False False 13,123
120 1.0607 0.9818 0.0789 7.6% 0.0072 0.7% 72% False False 10,938
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 0.0015
Fibonacci Retracements and Extensions
4.250 1.0798
2.618 1.0661
1.618 1.0577
1.000 1.0525
0.618 1.0493
HIGH 1.0441
0.618 1.0409
0.500 1.0399
0.382 1.0389
LOW 1.0357
0.618 1.0305
1.000 1.0273
1.618 1.0221
2.618 1.0137
4.250 1.0000
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 1.0399 1.0380
PP 1.0395 1.0375
S1 1.0390 1.0369

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

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