CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 1.0363 1.0345 -0.0018 -0.2% 1.0343
High 1.0402 1.0345 -0.0057 -0.5% 1.0402
Low 1.0350 1.0299 -0.0051 -0.5% 1.0299
Close 1.0361 1.0314 -0.0047 -0.5% 1.0314
Range 0.0052 0.0046 -0.0006 -11.5% 0.0103
ATR 0.0058 0.0058 0.0000 0.6% 0.0000
Volume 22 15 -7 -31.8% 67
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 1.0457 1.0432 1.0339
R3 1.0411 1.0386 1.0327
R2 1.0365 1.0365 1.0322
R1 1.0340 1.0340 1.0318 1.0330
PP 1.0319 1.0319 1.0319 1.0314
S1 1.0294 1.0294 1.0310 1.0284
S2 1.0273 1.0273 1.0306
S3 1.0227 1.0248 1.0301
S4 1.0181 1.0202 1.0289
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 1.0647 1.0584 1.0371
R3 1.0544 1.0481 1.0342
R2 1.0441 1.0441 1.0333
R1 1.0378 1.0378 1.0323 1.0358
PP 1.0338 1.0338 1.0338 1.0329
S1 1.0275 1.0275 1.0305 1.0255
S2 1.0235 1.0235 1.0295
S3 1.0132 1.0172 1.0286
S4 1.0029 1.0069 1.0257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0402 1.0299 0.0103 1.0% 0.0034 0.3% 15% False True 13
10 1.0650 1.0299 0.0351 3.4% 0.0047 0.5% 4% False True 29
20 1.0650 1.0283 0.0367 3.6% 0.0048 0.5% 8% False False 22
40 1.0650 1.0283 0.0367 3.6% 0.0039 0.4% 8% False False 16
60 1.0650 1.0102 0.0548 5.3% 0.0031 0.3% 39% False False 11
80 1.0650 0.9868 0.0782 7.6% 0.0024 0.2% 57% False False 8
100 1.0650 0.9868 0.0782 7.6% 0.0021 0.2% 57% False False 7
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 1.0541
2.618 1.0465
1.618 1.0419
1.000 1.0391
0.618 1.0373
HIGH 1.0345
0.618 1.0327
0.500 1.0322
0.382 1.0317
LOW 1.0299
0.618 1.0271
1.000 1.0253
1.618 1.0225
2.618 1.0179
4.250 1.0104
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 1.0322 1.0351
PP 1.0319 1.0338
S1 1.0317 1.0326

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

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