CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 1.0440 1.0391 -0.0049 -0.5% 1.0491
High 1.0440 1.0396 -0.0044 -0.4% 1.0650
Low 1.0380 1.0352 -0.0028 -0.3% 1.0352
Close 1.0384 1.0352 -0.0032 -0.3% 1.0352
Range 0.0060 0.0044 -0.0016 -26.7% 0.0298
ATR 0.0064 0.0062 -0.0001 -2.2% 0.0000
Volume 18 19 1 5.6% 224
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.0499 1.0469 1.0376
R3 1.0455 1.0425 1.0364
R2 1.0411 1.0411 1.0360
R1 1.0381 1.0381 1.0356 1.0374
PP 1.0367 1.0367 1.0367 1.0363
S1 1.0337 1.0337 1.0348 1.0330
S2 1.0323 1.0323 1.0344
S3 1.0279 1.0293 1.0340
S4 1.0235 1.0249 1.0328
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.1345 1.1147 1.0516
R3 1.1047 1.0849 1.0434
R2 1.0749 1.0749 1.0407
R1 1.0551 1.0551 1.0379 1.0501
PP 1.0451 1.0451 1.0451 1.0427
S1 1.0253 1.0253 1.0325 1.0203
S2 1.0153 1.0153 1.0297
S3 0.9855 0.9955 1.0270
S4 0.9557 0.9657 1.0188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0650 1.0352 0.0298 2.9% 0.0059 0.6% 0% False True 44
10 1.0650 1.0313 0.0337 3.3% 0.0049 0.5% 12% False False 27
20 1.0650 1.0283 0.0367 3.5% 0.0049 0.5% 19% False False 21
40 1.0650 1.0214 0.0436 4.2% 0.0035 0.3% 32% False False 15
60 1.0650 1.0102 0.0548 5.3% 0.0028 0.3% 46% False False 10
80 1.0650 0.9868 0.0782 7.6% 0.0022 0.2% 62% False False 7
100 1.0650 0.9868 0.0782 7.6% 0.0019 0.2% 62% False False 6
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0583
2.618 1.0511
1.618 1.0467
1.000 1.0440
0.618 1.0423
HIGH 1.0396
0.618 1.0379
0.500 1.0374
0.382 1.0369
LOW 1.0352
0.618 1.0325
1.000 1.0308
1.618 1.0281
2.618 1.0237
4.250 1.0165
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 1.0374 1.0452
PP 1.0367 1.0418
S1 1.0359 1.0385

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

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