CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 1.0167 1.0151 -0.0016 -0.2% 1.0108
High 1.0194 1.0303 0.0109 1.1% 1.0303
Low 1.0142 1.0131 -0.0011 -0.1% 1.0103
Close 1.0144 1.0288 0.0144 1.4% 1.0288
Range 0.0052 0.0172 0.0120 230.8% 0.0200
ATR 0.0053 0.0062 0.0008 16.0% 0.0000
Volume 921 2,111 1,190 129.2% 4,480
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0757 1.0694 1.0383
R3 1.0585 1.0522 1.0335
R2 1.0413 1.0413 1.0320
R1 1.0350 1.0350 1.0304 1.0382
PP 1.0241 1.0241 1.0241 1.0256
S1 1.0178 1.0178 1.0272 1.0210
S2 1.0069 1.0069 1.0256
S3 0.9897 1.0006 1.0241
S4 0.9725 0.9834 1.0193
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0831 1.0760 1.0398
R3 1.0631 1.0560 1.0343
R2 1.0431 1.0431 1.0325
R1 1.0360 1.0360 1.0306 1.0396
PP 1.0231 1.0231 1.0231 1.0249
S1 1.0160 1.0160 1.0270 1.0196
S2 1.0031 1.0031 1.0251
S3 0.9831 0.9960 1.0233
S4 0.9631 0.9760 1.0178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0303 1.0103 0.0200 1.9% 0.0084 0.8% 93% True False 910
10 1.0303 1.0103 0.0200 1.9% 0.0055 0.5% 93% True False 528
20 1.0402 1.0103 0.0299 2.9% 0.0048 0.5% 62% False False 271
40 1.0650 1.0103 0.0547 5.3% 0.0048 0.5% 34% False False 146
60 1.0650 1.0103 0.0547 5.3% 0.0042 0.4% 34% False False 100
80 1.0650 1.0102 0.0548 5.3% 0.0033 0.3% 34% False False 75
100 1.0650 0.9868 0.0782 7.6% 0.0026 0.3% 54% False False 60
120 1.0650 0.9868 0.0782 7.6% 0.0023 0.2% 54% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 128 trading days
Fibonacci Retracements and Extensions
4.250 1.1034
2.618 1.0753
1.618 1.0581
1.000 1.0475
0.618 1.0409
HIGH 1.0303
0.618 1.0237
0.500 1.0217
0.382 1.0197
LOW 1.0131
0.618 1.0025
1.000 0.9959
1.618 0.9853
2.618 0.9681
4.250 0.9400
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 1.0264 1.0260
PP 1.0241 1.0232
S1 1.0217 1.0204

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

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