CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 1.0280 1.0271 -0.0009 -0.1% 1.0226
High 1.0317 1.0321 0.0004 0.0% 1.0321
Low 1.0259 1.0258 -0.0001 0.0% 1.0180
Close 1.0281 1.0274 -0.0007 -0.1% 1.0274
Range 0.0058 0.0063 0.0005 8.6% 0.0141
ATR 0.0077 0.0076 -0.0001 -1.3% 0.0000
Volume 10,234 11,031 797 7.8% 54,359
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0473 1.0437 1.0309
R3 1.0410 1.0374 1.0291
R2 1.0347 1.0347 1.0286
R1 1.0311 1.0311 1.0280 1.0329
PP 1.0284 1.0284 1.0284 1.0294
S1 1.0248 1.0248 1.0268 1.0266
S2 1.0221 1.0221 1.0262
S3 1.0158 1.0185 1.0257
S4 1.0095 1.0122 1.0239
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0681 1.0619 1.0352
R3 1.0540 1.0478 1.0313
R2 1.0399 1.0399 1.0300
R1 1.0337 1.0337 1.0287 1.0368
PP 1.0258 1.0258 1.0258 1.0274
S1 1.0196 1.0196 1.0261 1.0227
S2 1.0117 1.0117 1.0248
S3 0.9976 1.0055 1.0235
S4 0.9835 0.9914 1.0196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0321 1.0180 0.0141 1.4% 0.0057 0.6% 67% True False 10,871
10 1.0407 1.0180 0.0227 2.2% 0.0063 0.6% 41% False False 13,694
20 1.0407 1.0034 0.0373 3.6% 0.0073 0.7% 64% False False 15,051
40 1.0552 1.0034 0.0518 5.0% 0.0081 0.8% 46% False False 17,342
60 1.0552 1.0034 0.0518 5.0% 0.0075 0.7% 46% False False 14,950
80 1.0650 1.0034 0.0616 6.0% 0.0068 0.7% 39% False False 11,218
100 1.0650 1.0034 0.0616 6.0% 0.0062 0.6% 39% False False 8,977
120 1.0650 1.0034 0.0616 6.0% 0.0054 0.5% 39% False False 7,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0589
2.618 1.0486
1.618 1.0423
1.000 1.0384
0.618 1.0360
HIGH 1.0321
0.618 1.0297
0.500 1.0290
0.382 1.0282
LOW 1.0258
0.618 1.0219
1.000 1.0195
1.618 1.0156
2.618 1.0093
4.250 0.9990
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 1.0290 1.0270
PP 1.0284 1.0267
S1 1.0279 1.0263

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

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