CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 1.0287 1.0226 -0.0061 -0.6% 1.0346
High 1.0305 1.0238 -0.0067 -0.7% 1.0407
Low 1.0195 1.0183 -0.0012 -0.1% 1.0195
Close 1.0230 1.0194 -0.0036 -0.4% 1.0230
Range 0.0110 0.0055 -0.0055 -50.0% 0.0212
ATR 0.0083 0.0081 -0.0002 -2.4% 0.0000
Volume 20,340 9,881 -10,459 -51.4% 82,589
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0370 1.0337 1.0224
R3 1.0315 1.0282 1.0209
R2 1.0260 1.0260 1.0204
R1 1.0227 1.0227 1.0199 1.0216
PP 1.0205 1.0205 1.0205 1.0200
S1 1.0172 1.0172 1.0189 1.0161
S2 1.0150 1.0150 1.0184
S3 1.0095 1.0117 1.0179
S4 1.0040 1.0062 1.0164
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0913 1.0784 1.0347
R3 1.0701 1.0572 1.0288
R2 1.0489 1.0489 1.0269
R1 1.0360 1.0360 1.0249 1.0319
PP 1.0277 1.0277 1.0277 1.0257
S1 1.0148 1.0148 1.0211 1.0107
S2 1.0065 1.0065 1.0191
S3 0.9853 0.9936 1.0172
S4 0.9641 0.9724 1.0113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0407 1.0183 0.0224 2.2% 0.0072 0.7% 5% False True 15,169
10 1.0407 1.0034 0.0373 3.7% 0.0091 0.9% 43% False False 18,006
20 1.0407 1.0034 0.0373 3.7% 0.0079 0.8% 43% False False 16,339
40 1.0552 1.0034 0.0518 5.1% 0.0083 0.8% 31% False False 18,985
60 1.0552 1.0034 0.0518 5.1% 0.0075 0.7% 31% False False 14,210
80 1.0650 1.0034 0.0616 6.0% 0.0067 0.7% 26% False False 10,663
100 1.0650 1.0034 0.0616 6.0% 0.0060 0.6% 26% False False 8,532
120 1.0650 1.0034 0.0616 6.0% 0.0052 0.5% 26% False False 7,110
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0472
2.618 1.0382
1.618 1.0327
1.000 1.0293
0.618 1.0272
HIGH 1.0238
0.618 1.0217
0.500 1.0211
0.382 1.0204
LOW 1.0183
0.618 1.0149
1.000 1.0128
1.618 1.0094
2.618 1.0039
4.250 0.9949
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 1.0211 1.0247
PP 1.0205 1.0229
S1 1.0200 1.0212

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

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