CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 1.0417 1.0410 -0.0007 -0.1% 1.0226
High 1.0437 1.0501 0.0064 0.6% 1.0321
Low 1.0370 1.0408 0.0038 0.4% 1.0180
Close 1.0416 1.0499 0.0083 0.8% 1.0274
Range 0.0067 0.0093 0.0026 38.8% 0.0141
ATR 0.0079 0.0080 0.0001 1.3% 0.0000
Volume 20,503 24,174 3,671 17.9% 54,359
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0748 1.0717 1.0550
R3 1.0655 1.0624 1.0525
R2 1.0562 1.0562 1.0516
R1 1.0531 1.0531 1.0508 1.0547
PP 1.0469 1.0469 1.0469 1.0477
S1 1.0438 1.0438 1.0490 1.0454
S2 1.0376 1.0376 1.0482
S3 1.0283 1.0345 1.0473
S4 1.0190 1.0252 1.0448
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 1.0501 1.0258 0.0243 2.3% 0.0086 0.8% 99% True False 18,330
10 1.0501 1.0180 0.0321 3.1% 0.0076 0.7% 99% True False 15,532
20 1.0501 1.0034 0.0467 4.4% 0.0080 0.8% 100% True False 16,437
40 1.0552 1.0034 0.0518 4.9% 0.0082 0.8% 90% False False 17,159
60 1.0552 1.0034 0.0518 4.9% 0.0080 0.8% 90% False False 16,283
80 1.0650 1.0034 0.0616 5.9% 0.0070 0.7% 75% False False 12,225
100 1.0650 1.0034 0.0616 5.9% 0.0064 0.6% 75% False False 9,782
120 1.0650 1.0034 0.0616 5.9% 0.0057 0.5% 75% False False 8,153
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0896
2.618 1.0744
1.618 1.0651
1.000 1.0594
0.618 1.0558
HIGH 1.0501
0.618 1.0465
0.500 1.0455
0.382 1.0444
LOW 1.0408
0.618 1.0351
1.000 1.0315
1.618 1.0258
2.618 1.0165
4.250 1.0013
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 1.0484 1.0465
PP 1.0469 1.0431
S1 1.0455 1.0397

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

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