CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 1.0171 1.0147 -0.0024 -0.2% 1.0205
High 1.0188 1.0182 -0.0006 -0.1% 1.0225
Low 1.0135 1.0134 -0.0001 0.0% 1.0123
Close 1.0146 1.0168 0.0022 0.2% 1.0146
Range 0.0053 0.0048 -0.0005 -9.4% 0.0102
ATR 0.0074 0.0072 -0.0002 -2.5% 0.0000
Volume 12,228 11,354 -874 -7.1% 65,124
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0305 1.0285 1.0194
R3 1.0257 1.0237 1.0181
R2 1.0209 1.0209 1.0177
R1 1.0189 1.0189 1.0172 1.0199
PP 1.0161 1.0161 1.0161 1.0167
S1 1.0141 1.0141 1.0164 1.0151
S2 1.0113 1.0113 1.0159
S3 1.0065 1.0093 1.0155
S4 1.0017 1.0045 1.0142
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0471 1.0410 1.0202
R3 1.0369 1.0308 1.0174
R2 1.0267 1.0267 1.0165
R1 1.0206 1.0206 1.0155 1.0186
PP 1.0165 1.0165 1.0165 1.0154
S1 1.0104 1.0104 1.0137 1.0084
S2 1.0063 1.0063 1.0127
S3 0.9961 1.0002 1.0118
S4 0.9859 0.9900 1.0090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0221 1.0123 0.0098 1.0% 0.0059 0.6% 46% False False 13,380
10 1.0275 1.0123 0.0152 1.5% 0.0067 0.7% 30% False False 14,672
20 1.0368 1.0123 0.0245 2.4% 0.0073 0.7% 18% False False 15,916
40 1.0552 1.0103 0.0449 4.4% 0.0080 0.8% 14% False False 16,793
60 1.0650 1.0103 0.0547 5.4% 0.0068 0.7% 12% False False 11,214
80 1.0650 1.0103 0.0547 5.4% 0.0060 0.6% 12% False False 8,413
100 1.0650 1.0102 0.0548 5.4% 0.0053 0.5% 12% False False 6,732
120 1.0650 1.0058 0.0592 5.8% 0.0045 0.4% 19% False False 5,610
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0386
2.618 1.0308
1.618 1.0260
1.000 1.0230
0.618 1.0212
HIGH 1.0182
0.618 1.0164
0.500 1.0158
0.382 1.0152
LOW 1.0134
0.618 1.0104
1.000 1.0086
1.618 1.0056
2.618 1.0008
4.250 0.9930
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 1.0165 1.0165
PP 1.0161 1.0161
S1 1.0158 1.0158

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

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