CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 1.0482 1.0422 -0.0060 -0.6% 1.0292
High 1.0492 1.0450 -0.0042 -0.4% 1.0492
Low 1.0408 1.0406 -0.0002 0.0% 1.0280
Close 1.0437 1.0433 -0.0004 0.0% 1.0433
Range 0.0084 0.0044 -0.0040 -47.6% 0.0212
ATR 0.0067 0.0066 -0.0002 -2.5% 0.0000
Volume 19,630 25,402 5,772 29.4% 87,827
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0562 1.0541 1.0457
R3 1.0518 1.0497 1.0445
R2 1.0474 1.0474 1.0441
R1 1.0453 1.0453 1.0437 1.0464
PP 1.0430 1.0430 1.0430 1.0435
S1 1.0409 1.0409 1.0429 1.0420
S2 1.0386 1.0386 1.0425
S3 1.0342 1.0365 1.0421
S4 1.0298 1.0321 1.0409
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1038 1.0947 1.0550
R3 1.0826 1.0735 1.0491
R2 1.0614 1.0614 1.0472
R1 1.0523 1.0523 1.0452 1.0569
PP 1.0402 1.0402 1.0402 1.0424
S1 1.0311 1.0311 1.0414 1.0357
S2 1.0190 1.0190 1.0394
S3 0.9978 1.0099 1.0375
S4 0.9766 0.9887 1.0316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0492 1.0280 0.0212 2.0% 0.0076 0.7% 72% False False 17,565
10 1.0492 1.0103 0.0389 3.7% 0.0080 0.8% 85% False False 9,238
20 1.0492 1.0103 0.0389 3.7% 0.0058 0.6% 85% False False 4,659
40 1.0650 1.0103 0.0547 5.2% 0.0052 0.5% 60% False False 2,340
60 1.0650 1.0103 0.0547 5.2% 0.0045 0.4% 60% False False 1,564
80 1.0650 1.0102 0.0548 5.3% 0.0037 0.4% 60% False False 1,173
100 1.0650 0.9868 0.0782 7.5% 0.0030 0.3% 72% False False 938
120 1.0650 0.9868 0.0782 7.5% 0.0027 0.3% 72% False False 782
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0637
2.618 1.0565
1.618 1.0521
1.000 1.0494
0.618 1.0477
HIGH 1.0450
0.618 1.0433
0.500 1.0428
0.382 1.0423
LOW 1.0406
0.618 1.0379
1.000 1.0362
1.618 1.0335
2.618 1.0291
4.250 1.0219
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 1.0431 1.0449
PP 1.0430 1.0444
S1 1.0428 1.0438

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

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