CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 1.0292 1.0361 0.0069 0.7% 1.0108
High 1.0378 1.0419 0.0041 0.4% 1.0303
Low 1.0280 1.0347 0.0067 0.7% 1.0103
Close 1.0364 1.0413 0.0049 0.5% 1.0288
Range 0.0098 0.0072 -0.0026 -26.5% 0.0200
ATR 0.0064 0.0065 0.0001 0.9% 0.0000
Volume 11,364 14,499 3,135 27.6% 4,480
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0609 1.0583 1.0453
R3 1.0537 1.0511 1.0433
R2 1.0465 1.0465 1.0426
R1 1.0439 1.0439 1.0420 1.0452
PP 1.0393 1.0393 1.0393 1.0400
S1 1.0367 1.0367 1.0406 1.0380
S2 1.0321 1.0321 1.0400
S3 1.0249 1.0295 1.0393
S4 1.0177 1.0223 1.0373
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 1.0419 1.0104 0.0315 3.0% 0.0096 0.9% 98% True False 5,970
10 1.0419 1.0103 0.0316 3.0% 0.0068 0.7% 98% True False 3,108
20 1.0419 1.0103 0.0316 3.0% 0.0053 0.5% 98% True False 1,564
40 1.0650 1.0103 0.0547 5.3% 0.0050 0.5% 57% False False 792
60 1.0650 1.0103 0.0547 5.3% 0.0042 0.4% 57% False False 531
80 1.0650 1.0102 0.0548 5.3% 0.0035 0.3% 57% False False 398
100 1.0650 0.9868 0.0782 7.5% 0.0028 0.3% 70% False False 319
120 1.0650 0.9868 0.0782 7.5% 0.0025 0.2% 70% False False 266
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0725
2.618 1.0607
1.618 1.0535
1.000 1.0491
0.618 1.0463
HIGH 1.0419
0.618 1.0391
0.500 1.0383
0.382 1.0375
LOW 1.0347
0.618 1.0303
1.000 1.0275
1.618 1.0231
2.618 1.0159
4.250 1.0041
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 1.0403 1.0367
PP 1.0393 1.0321
S1 1.0383 1.0275

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

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