CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 1.0443 1.0472 0.0029 0.3% 1.0419
High 1.0522 1.0552 0.0030 0.3% 1.0500
Low 1.0436 1.0464 0.0028 0.3% 1.0376
Close 1.0484 1.0491 0.0007 0.1% 1.0460
Range 0.0086 0.0088 0.0002 2.3% 0.0124
ATR 0.0072 0.0073 0.0001 1.6% 0.0000
Volume 21,631 26,113 4,482 20.7% 132,505
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0766 1.0717 1.0539
R3 1.0678 1.0629 1.0515
R2 1.0590 1.0590 1.0507
R1 1.0541 1.0541 1.0499 1.0566
PP 1.0502 1.0502 1.0502 1.0515
S1 1.0453 1.0453 1.0483 1.0478
S2 1.0414 1.0414 1.0475
S3 1.0326 1.0365 1.0467
S4 1.0238 1.0277 1.0443
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 1.0552 1.0397 0.0155 1.5% 0.0081 0.8% 61% True False 22,810
10 1.0552 1.0376 0.0176 1.7% 0.0075 0.7% 65% True False 24,966
20 1.0552 1.0103 0.0449 4.3% 0.0078 0.7% 86% True False 15,835
40 1.0650 1.0103 0.0547 5.2% 0.0060 0.6% 71% False False 7,943
60 1.0650 1.0103 0.0547 5.2% 0.0052 0.5% 71% False False 5,300
80 1.0650 1.0102 0.0548 5.2% 0.0046 0.4% 71% False False 3,976
100 1.0650 0.9907 0.0743 7.1% 0.0037 0.4% 79% False False 3,181
120 1.0650 0.9868 0.0782 7.5% 0.0032 0.3% 80% False False 2,651
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0926
2.618 1.0782
1.618 1.0694
1.000 1.0640
0.618 1.0606
HIGH 1.0552
0.618 1.0518
0.500 1.0508
0.382 1.0498
LOW 1.0464
0.618 1.0410
1.000 1.0376
1.618 1.0322
2.618 1.0234
4.250 1.0090
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 1.0508 1.0494
PP 1.0502 1.0493
S1 1.0497 1.0492

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

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