CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 0.9956 0.9967 0.0011 0.1% 1.0099
High 0.9956 0.9967 0.0011 0.1% 1.0099
Low 0.9956 0.9967 0.0011 0.1% 0.9956
Close 0.9956 0.9967 0.0011 0.1% 0.9956
Range
ATR 0.0052 0.0049 -0.0003 -5.6% 0.0000
Volume
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9967 0.9967 0.9967
R3 0.9967 0.9967 0.9967
R2 0.9967 0.9967 0.9967
R1 0.9967 0.9967 0.9967 0.9967
PP 0.9967 0.9967 0.9967 0.9967
S1 0.9967 0.9967 0.9967 0.9967
S2 0.9967 0.9967 0.9967
S3 0.9967 0.9967 0.9967
S4 0.9967 0.9967 0.9967
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0433 1.0337 1.0035
R3 1.0290 1.0194 0.9995
R2 1.0147 1.0147 0.9982
R1 1.0051 1.0051 0.9969 1.0028
PP 1.0004 1.0004 1.0004 0.9992
S1 0.9908 0.9908 0.9943 0.9885
S2 0.9861 0.9861 0.9930
S3 0.9718 0.9765 0.9917
S4 0.9575 0.9622 0.9877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0099 0.9956 0.0143 1.4% 0.0000 0.0% 8% False False
10 1.0128 0.9956 0.0172 1.7% 0.0000 0.0% 6% False False
20 1.0271 0.9956 0.0315 3.2% 0.0009 0.1% 3% False False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9967
2.618 0.9967
1.618 0.9967
1.000 0.9967
0.618 0.9967
HIGH 0.9967
0.618 0.9967
0.500 0.9967
0.382 0.9967
LOW 0.9967
0.618 0.9967
1.000 0.9967
1.618 0.9967
2.618 0.9967
4.250 0.9967
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 0.9967 1.0003
PP 0.9967 0.9991
S1 0.9967 0.9979

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

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