CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 1.0446 1.0443 -0.0003 0.0% 1.0419
High 1.0497 1.0522 0.0025 0.2% 1.0500
Low 1.0439 1.0436 -0.0003 0.0% 1.0376
Close 1.0451 1.0484 0.0033 0.3% 1.0460
Range 0.0058 0.0086 0.0028 48.3% 0.0124
ATR 0.0070 0.0072 0.0001 1.6% 0.0000
Volume 23,988 21,631 -2,357 -9.8% 132,505
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0739 1.0697 1.0531
R3 1.0653 1.0611 1.0508
R2 1.0567 1.0567 1.0500
R1 1.0525 1.0525 1.0492 1.0546
PP 1.0481 1.0481 1.0481 1.0491
S1 1.0439 1.0439 1.0476 1.0460
S2 1.0395 1.0395 1.0468
S3 1.0309 1.0353 1.0460
S4 1.0223 1.0267 1.0437
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0817 1.0763 1.0528
R3 1.0693 1.0639 1.0494
R2 1.0569 1.0569 1.0483
R1 1.0515 1.0515 1.0471 1.0542
PP 1.0445 1.0445 1.0445 1.0459
S1 1.0391 1.0391 1.0449 1.0418
S2 1.0321 1.0321 1.0437
S3 1.0197 1.0267 1.0426
S4 1.0073 1.0143 1.0392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0522 1.0376 0.0146 1.4% 0.0088 0.8% 74% True False 25,771
10 1.0522 1.0376 0.0146 1.4% 0.0075 0.7% 74% True False 24,317
20 1.0522 1.0103 0.0419 4.0% 0.0075 0.7% 91% True False 14,532
40 1.0650 1.0103 0.0547 5.2% 0.0058 0.6% 70% False False 7,290
60 1.0650 1.0103 0.0547 5.2% 0.0051 0.5% 70% False False 4,864
80 1.0650 1.0102 0.0548 5.2% 0.0045 0.4% 70% False False 3,650
100 1.0650 0.9907 0.0743 7.1% 0.0036 0.3% 78% False False 2,920
120 1.0650 0.9868 0.0782 7.5% 0.0032 0.3% 79% False False 2,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0888
2.618 1.0747
1.618 1.0661
1.000 1.0608
0.618 1.0575
HIGH 1.0522
0.618 1.0489
0.500 1.0479
0.382 1.0469
LOW 1.0436
0.618 1.0383
1.000 1.0350
1.618 1.0297
2.618 1.0211
4.250 1.0071
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 1.0482 1.0476
PP 1.0481 1.0468
S1 1.0479 1.0460

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

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