CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 1.0333 1.0498 0.0165 1.6% 1.0402
High 1.0434 1.0498 0.0064 0.6% 1.0415
Low 1.0332 1.0457 0.0125 1.2% 1.0321
Close 1.0434 1.0457 0.0023 0.2% 1.0335
Range 0.0102 0.0041 -0.0061 -59.8% 0.0094
ATR 0.0051 0.0052 0.0001 1.9% 0.0000
Volume 48 5 -43 -89.6% 40
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0594 1.0566 1.0480
R3 1.0553 1.0525 1.0468
R2 1.0512 1.0512 1.0465
R1 1.0484 1.0484 1.0461 1.0478
PP 1.0471 1.0471 1.0471 1.0467
S1 1.0443 1.0443 1.0453 1.0437
S2 1.0430 1.0430 1.0449
S3 1.0389 1.0402 1.0446
S4 1.0348 1.0361 1.0434
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0639 1.0581 1.0387
R3 1.0545 1.0487 1.0361
R2 1.0451 1.0451 1.0352
R1 1.0393 1.0393 1.0344 1.0375
PP 1.0357 1.0357 1.0357 1.0348
S1 1.0299 1.0299 1.0326 1.0281
S2 1.0263 1.0263 1.0318
S3 1.0169 1.0205 1.0309
S4 1.0075 1.0111 1.0283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0498 1.0311 0.0187 1.8% 0.0048 0.5% 78% True False 17
10 1.0498 1.0302 0.0196 1.9% 0.0030 0.3% 79% True False 11
20 1.0498 1.0102 0.0396 3.8% 0.0027 0.3% 90% True False 6
40 1.0498 0.9907 0.0591 5.7% 0.0015 0.1% 93% True False 3
60 1.0498 0.9868 0.0630 6.0% 0.0013 0.1% 93% True False 2
80 1.0498 0.9868 0.0630 6.0% 0.0010 0.1% 93% True False 1
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0672
2.618 1.0605
1.618 1.0564
1.000 1.0539
0.618 1.0523
HIGH 1.0498
0.618 1.0482
0.500 1.0478
0.382 1.0473
LOW 1.0457
0.618 1.0432
1.000 1.0416
1.618 1.0391
2.618 1.0350
4.250 1.0283
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 1.0478 1.0440
PP 1.0471 1.0422
S1 1.0464 1.0405

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

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