CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 1.0298 1.0256 -0.0042 -0.4% 1.0307
High 1.0307 1.0285 -0.0022 -0.2% 1.0368
Low 1.0251 1.0174 -0.0077 -0.8% 1.0174
Close 1.0254 1.0212 -0.0042 -0.4% 1.0212
Range 0.0056 0.0111 0.0055 98.2% 0.0194
ATR 0.0083 0.0085 0.0002 2.4% 0.0000
Volume 11,182 20,525 9,343 83.6% 67,455
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0557 1.0495 1.0273
R3 1.0446 1.0384 1.0243
R2 1.0335 1.0335 1.0232
R1 1.0273 1.0273 1.0222 1.0249
PP 1.0224 1.0224 1.0224 1.0211
S1 1.0162 1.0162 1.0202 1.0138
S2 1.0113 1.0113 1.0192
S3 1.0002 1.0051 1.0181
S4 0.9891 0.9940 1.0151
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0833 1.0717 1.0319
R3 1.0639 1.0523 1.0265
R2 1.0445 1.0445 1.0248
R1 1.0329 1.0329 1.0230 1.0290
PP 1.0251 1.0251 1.0251 1.0232
S1 1.0135 1.0135 1.0194 1.0096
S2 1.0057 1.0057 1.0176
S3 0.9863 0.9941 1.0159
S4 0.9669 0.9747 1.0105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0368 1.0174 0.0194 1.9% 0.0082 0.8% 20% False True 16,110
10 1.0476 1.0174 0.0302 3.0% 0.0098 1.0% 13% False True 19,535
20 1.0552 1.0174 0.0378 3.7% 0.0087 0.9% 10% False True 22,250
40 1.0552 1.0103 0.0449 4.4% 0.0073 0.7% 24% False False 12,820
60 1.0650 1.0103 0.0547 5.4% 0.0063 0.6% 20% False False 8,554
80 1.0650 1.0103 0.0547 5.4% 0.0055 0.5% 20% False False 6,418
100 1.0650 1.0102 0.0548 5.4% 0.0047 0.5% 20% False False 5,134
120 1.0650 0.9868 0.0782 7.7% 0.0039 0.4% 44% False False 4,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0757
2.618 1.0576
1.618 1.0465
1.000 1.0396
0.618 1.0354
HIGH 1.0285
0.618 1.0243
0.500 1.0230
0.382 1.0216
LOW 1.0174
0.618 1.0105
1.000 1.0063
1.618 0.9994
2.618 0.9883
4.250 0.9702
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 1.0230 1.0242
PP 1.0224 1.0232
S1 1.0218 1.0222

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

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