CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 1.0422 1.0419 -0.0003 0.0% 1.0292
High 1.0450 1.0436 -0.0014 -0.1% 1.0492
Low 1.0406 1.0384 -0.0022 -0.2% 1.0280
Close 1.0433 1.0422 -0.0011 -0.1% 1.0433
Range 0.0044 0.0052 0.0008 18.2% 0.0212
ATR 0.0066 0.0065 -0.0001 -1.5% 0.0000
Volume 25,402 22,286 -3,116 -12.3% 87,827
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0570 1.0548 1.0451
R3 1.0518 1.0496 1.0436
R2 1.0466 1.0466 1.0432
R1 1.0444 1.0444 1.0427 1.0455
PP 1.0414 1.0414 1.0414 1.0420
S1 1.0392 1.0392 1.0417 1.0403
S2 1.0362 1.0362 1.0412
S3 1.0310 1.0340 1.0408
S4 1.0258 1.0288 1.0393
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 1.0347 0.0145 1.4% 0.0067 0.6% 52% False False 19,749
10 1.0492 1.0103 0.0389 3.7% 0.0081 0.8% 82% False False 11,459
20 1.0492 1.0103 0.0389 3.7% 0.0059 0.6% 82% False False 5,773
40 1.0650 1.0103 0.0547 5.2% 0.0053 0.5% 58% False False 2,898
60 1.0650 1.0103 0.0547 5.2% 0.0046 0.4% 58% False False 1,935
80 1.0650 1.0102 0.0548 5.3% 0.0038 0.4% 58% False False 1,452
100 1.0650 0.9868 0.0782 7.5% 0.0031 0.3% 71% False False 1,161
120 1.0650 0.9868 0.0782 7.5% 0.0027 0.3% 71% False False 968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0657
2.618 1.0572
1.618 1.0520
1.000 1.0488
0.618 1.0468
HIGH 1.0436
0.618 1.0416
0.500 1.0410
0.382 1.0404
LOW 1.0384
0.618 1.0352
1.000 1.0332
1.618 1.0300
2.618 1.0248
4.250 1.0163
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 1.0418 1.0438
PP 1.0414 1.0433
S1 1.0410 1.0427

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

View Archives - Comment on this page... - Back to Index of Symbols