CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 1.0253 1.0287 0.0034 0.3% 1.0350
High 1.0324 1.0341 0.0017 0.2% 1.0356
Low 1.0227 1.0266 0.0039 0.4% 1.0213
Close 1.0264 1.0311 0.0047 0.5% 1.0311
Range 0.0097 0.0075 -0.0022 -22.7% 0.0143
ATR 0.0085 0.0085 -0.0001 -0.7% 0.0000
Volume 23,708 13,098 -10,610 -44.8% 91,140
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0531 1.0496 1.0352
R3 1.0456 1.0421 1.0332
R2 1.0381 1.0381 1.0325
R1 1.0346 1.0346 1.0318 1.0364
PP 1.0306 1.0306 1.0306 1.0315
S1 1.0271 1.0271 1.0304 1.0289
S2 1.0231 1.0231 1.0297
S3 1.0156 1.0196 1.0290
S4 1.0081 1.0121 1.0270
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0722 1.0660 1.0390
R3 1.0579 1.0517 1.0350
R2 1.0436 1.0436 1.0337
R1 1.0374 1.0374 1.0324 1.0334
PP 1.0293 1.0293 1.0293 1.0273
S1 1.0231 1.0231 1.0298 1.0191
S2 1.0150 1.0150 1.0285
S3 1.0007 1.0088 1.0272
S4 0.9864 0.9945 1.0232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0356 1.0213 0.0143 1.4% 0.0084 0.8% 69% False False 18,228
10 1.0552 1.0213 0.0339 3.3% 0.0098 0.9% 29% False False 21,965
20 1.0552 1.0213 0.0339 3.3% 0.0087 0.8% 29% False False 21,999
40 1.0552 1.0103 0.0449 4.4% 0.0067 0.7% 46% False False 11,135
60 1.0650 1.0103 0.0547 5.3% 0.0061 0.6% 38% False False 7,430
80 1.0650 1.0103 0.0547 5.3% 0.0053 0.5% 38% False False 5,575
100 1.0650 1.0102 0.0548 5.3% 0.0043 0.4% 38% False False 4,460
120 1.0650 0.9868 0.0782 7.6% 0.0036 0.4% 57% False False 3,717
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0660
2.618 1.0537
1.618 1.0462
1.000 1.0416
0.618 1.0387
HIGH 1.0341
0.618 1.0312
0.500 1.0304
0.382 1.0295
LOW 1.0266
0.618 1.0220
1.000 1.0191
1.618 1.0145
2.618 1.0070
4.250 0.9947
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 1.0309 1.0302
PP 1.0306 1.0293
S1 1.0304 1.0284

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

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