CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 1.0196 1.0208 0.0012 0.1% 1.0346
High 1.0213 1.0281 0.0068 0.7% 1.0407
Low 1.0180 1.0205 0.0025 0.2% 1.0195
Close 1.0201 1.0273 0.0072 0.7% 1.0230
Range 0.0033 0.0076 0.0043 130.3% 0.0212
ATR 0.0078 0.0078 0.0000 0.2% 0.0000
Volume 9,000 14,213 5,213 57.9% 82,589
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0481 1.0453 1.0315
R3 1.0405 1.0377 1.0294
R2 1.0329 1.0329 1.0287
R1 1.0301 1.0301 1.0280 1.0315
PP 1.0253 1.0253 1.0253 1.0260
S1 1.0225 1.0225 1.0266 1.0239
S2 1.0177 1.0177 1.0259
S3 1.0101 1.0149 1.0252
S4 1.0025 1.0073 1.0231
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 1.0311 1.0180 0.0131 1.3% 0.0061 0.6% 71% False False 13,189
10 1.0407 1.0161 0.0246 2.4% 0.0078 0.8% 46% False False 16,882
20 1.0407 1.0034 0.0373 3.6% 0.0075 0.7% 64% False False 15,549
40 1.0552 1.0034 0.0518 5.0% 0.0083 0.8% 46% False False 18,440
60 1.0552 1.0034 0.0518 5.0% 0.0075 0.7% 46% False False 14,596
80 1.0650 1.0034 0.0616 6.0% 0.0068 0.7% 39% False False 10,953
100 1.0650 1.0034 0.0616 6.0% 0.0061 0.6% 39% False False 8,764
120 1.0650 1.0034 0.0616 6.0% 0.0053 0.5% 39% False False 7,304
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0604
2.618 1.0480
1.618 1.0404
1.000 1.0357
0.618 1.0328
HIGH 1.0281
0.618 1.0252
0.500 1.0243
0.382 1.0234
LOW 1.0205
0.618 1.0158
1.000 1.0129
1.618 1.0082
2.618 1.0006
4.250 0.9882
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 1.0263 1.0259
PP 1.0253 1.0245
S1 1.0243 1.0231

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

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