CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 1.0158 1.0152 -0.0006 -0.1% 1.0142
High 1.0179 1.0152 -0.0027 -0.3% 1.0179
Low 1.0134 1.0108 -0.0026 -0.3% 1.0108
Close 1.0159 1.0136 -0.0023 -0.2% 1.0136
Range 0.0045 0.0044 -0.0001 -2.2% 0.0071
ATR 0.0050 0.0050 0.0000 0.2% 0.0000
Volume 62 74 12 19.4% 797
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.0264 1.0244 1.0160
R3 1.0220 1.0200 1.0148
R2 1.0176 1.0176 1.0144
R1 1.0156 1.0156 1.0140 1.0144
PP 1.0132 1.0132 1.0132 1.0126
S1 1.0112 1.0112 1.0132 1.0100
S2 1.0088 1.0088 1.0128
S3 1.0044 1.0068 1.0124
S4 1.0000 1.0024 1.0112
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.0354 1.0316 1.0175
R3 1.0283 1.0245 1.0156
R2 1.0212 1.0212 1.0149
R1 1.0174 1.0174 1.0143 1.0158
PP 1.0141 1.0141 1.0141 1.0133
S1 1.0103 1.0103 1.0129 1.0087
S2 1.0070 1.0070 1.0123
S3 0.9999 1.0032 1.0116
S4 0.9928 0.9961 1.0097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0179 1.0108 0.0071 0.7% 0.0032 0.3% 39% False True 159
10 1.0306 1.0108 0.0198 2.0% 0.0037 0.4% 14% False True 87
20 1.0650 1.0108 0.0542 5.3% 0.0042 0.4% 5% False True 58
40 1.0650 1.0108 0.0542 5.3% 0.0040 0.4% 5% False True 35
60 1.0650 1.0102 0.0548 5.4% 0.0036 0.4% 6% False False 26
80 1.0650 1.0102 0.0548 5.4% 0.0028 0.3% 6% False False 19
100 1.0650 0.9868 0.0782 7.7% 0.0024 0.2% 34% False False 15
120 1.0650 0.9868 0.0782 7.7% 0.0020 0.2% 34% False False 13
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0339
2.618 1.0267
1.618 1.0223
1.000 1.0196
0.618 1.0179
HIGH 1.0152
0.618 1.0135
0.500 1.0130
0.382 1.0125
LOW 1.0108
0.618 1.0081
1.000 1.0064
1.618 1.0037
2.618 0.9993
4.250 0.9921
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 1.0134 1.0144
PP 1.0132 1.0141
S1 1.0130 1.0139

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

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