CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 1.0498 1.0503 0.0005 0.0% 1.0402
High 1.0498 1.0513 0.0015 0.1% 1.0415
Low 1.0457 1.0495 0.0038 0.4% 1.0321
Close 1.0457 1.0495 0.0038 0.4% 1.0335
Range 0.0041 0.0018 -0.0023 -56.1% 0.0094
ATR 0.0052 0.0052 0.0000 0.6% 0.0000
Volume 5 2 -3 -60.0% 40
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0555 1.0543 1.0505
R3 1.0537 1.0525 1.0500
R2 1.0519 1.0519 1.0498
R1 1.0507 1.0507 1.0497 1.0504
PP 1.0501 1.0501 1.0501 1.0500
S1 1.0489 1.0489 1.0493 1.0486
S2 1.0483 1.0483 1.0492
S3 1.0465 1.0471 1.0490
S4 1.0447 1.0453 1.0485
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 1.0513 1.0311 0.0202 1.9% 0.0045 0.4% 91% True False 14
10 1.0513 1.0311 0.0202 1.9% 0.0032 0.3% 91% True False 11
20 1.0513 1.0102 0.0411 3.9% 0.0028 0.3% 96% True False 6
40 1.0513 1.0058 0.0455 4.3% 0.0015 0.1% 96% True False 3
60 1.0513 0.9868 0.0645 6.1% 0.0012 0.1% 97% True False 2
80 1.0513 0.9868 0.0645 6.1% 0.0010 0.1% 97% True False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0590
2.618 1.0560
1.618 1.0542
1.000 1.0531
0.618 1.0524
HIGH 1.0513
0.618 1.0506
0.500 1.0504
0.382 1.0502
LOW 1.0495
0.618 1.0484
1.000 1.0477
1.618 1.0466
2.618 1.0448
4.250 1.0419
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 1.0504 1.0471
PP 1.0501 1.0447
S1 1.0498 1.0423

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

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