CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 1.0243 1.0253 0.0010 0.1% 1.0437
High 1.0272 1.0324 0.0052 0.5% 1.0552
Low 1.0227 1.0227 0.0000 0.0% 1.0247
Close 1.0247 1.0264 0.0017 0.2% 1.0336
Range 0.0045 0.0097 0.0052 115.6% 0.0305
ATR 0.0085 0.0085 0.0001 1.1% 0.0000
Volume 14,085 23,708 9,623 68.3% 128,516
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0563 1.0510 1.0317
R3 1.0466 1.0413 1.0291
R2 1.0369 1.0369 1.0282
R1 1.0316 1.0316 1.0273 1.0343
PP 1.0272 1.0272 1.0272 1.0285
S1 1.0219 1.0219 1.0255 1.0246
S2 1.0175 1.0175 1.0246
S3 1.0078 1.0122 1.0237
S4 0.9981 1.0025 1.0211
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1293 1.1120 1.0504
R3 1.0988 1.0815 1.0420
R2 1.0683 1.0683 1.0392
R1 1.0510 1.0510 1.0364 1.0444
PP 1.0378 1.0378 1.0378 1.0346
S1 1.0205 1.0205 1.0308 1.0139
S2 1.0073 1.0073 1.0280
S3 0.9768 0.9900 1.0252
S4 0.9463 0.9595 1.0168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0476 1.0213 0.0263 2.6% 0.0115 1.1% 19% False False 22,961
10 1.0552 1.0213 0.0339 3.3% 0.0098 1.0% 15% False False 22,885
20 1.0552 1.0131 0.0421 4.1% 0.0092 0.9% 32% False False 21,450
40 1.0552 1.0103 0.0449 4.4% 0.0067 0.7% 36% False False 10,808
60 1.0650 1.0103 0.0547 5.3% 0.0060 0.6% 29% False False 7,212
80 1.0650 1.0103 0.0547 5.3% 0.0052 0.5% 29% False False 5,411
100 1.0650 1.0102 0.0548 5.3% 0.0043 0.4% 30% False False 4,329
120 1.0650 0.9868 0.0782 7.6% 0.0036 0.3% 51% False False 3,607
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0736
2.618 1.0578
1.618 1.0481
1.000 1.0421
0.618 1.0384
HIGH 1.0324
0.618 1.0287
0.500 1.0276
0.382 1.0264
LOW 1.0227
0.618 1.0167
1.000 1.0130
1.618 1.0070
2.618 0.9973
4.250 0.9815
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 1.0276 1.0269
PP 1.0272 1.0267
S1 1.0268 1.0266

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

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