CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 1.0354 1.0346 -0.0008 -0.1% 1.0421
High 1.0385 1.0395 0.0010 0.1% 1.0438
Low 1.0335 1.0223 -0.0112 -1.1% 1.0223
Close 1.0343 1.0226 -0.0117 -1.1% 1.0226
Range 0.0050 0.0172 0.0122 244.0% 0.0215
ATR 0.0073 0.0080 0.0007 9.7% 0.0000
Volume 16,650 48,807 32,157 193.1% 115,215
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0797 1.0684 1.0321
R3 1.0625 1.0512 1.0273
R2 1.0453 1.0453 1.0258
R1 1.0340 1.0340 1.0242 1.0311
PP 1.0281 1.0281 1.0281 1.0267
S1 1.0168 1.0168 1.0210 1.0139
S2 1.0109 1.0109 1.0194
S3 0.9937 0.9996 1.0179
S4 0.9765 0.9824 1.0131
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0941 1.0798 1.0344
R3 1.0726 1.0583 1.0285
R2 1.0511 1.0511 1.0265
R1 1.0368 1.0368 1.0246 1.0332
PP 1.0296 1.0296 1.0296 1.0278
S1 1.0153 1.0153 1.0206 1.0117
S2 1.0081 1.0081 1.0187
S3 0.9866 0.9938 1.0167
S4 0.9651 0.9723 1.0108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0438 1.0223 0.0215 2.1% 0.0076 0.7% 1% False True 23,043
10 1.0501 1.0223 0.0278 2.7% 0.0083 0.8% 1% False True 22,115
20 1.0501 1.0180 0.0321 3.1% 0.0073 0.7% 14% False False 17,905
40 1.0501 1.0034 0.0467 4.6% 0.0077 0.8% 41% False False 17,149
60 1.0552 1.0034 0.0518 5.1% 0.0082 0.8% 37% False False 18,583
80 1.0552 1.0034 0.0518 5.1% 0.0072 0.7% 37% False False 13,979
100 1.0650 1.0034 0.0616 6.0% 0.0067 0.7% 31% False False 11,187
120 1.0650 1.0034 0.0616 6.0% 0.0060 0.6% 31% False False 9,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1126
2.618 1.0845
1.618 1.0673
1.000 1.0567
0.618 1.0501
HIGH 1.0395
0.618 1.0329
0.500 1.0309
0.382 1.0289
LOW 1.0223
0.618 1.0117
1.000 1.0051
1.618 0.9945
2.618 0.9773
4.250 0.9492
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 1.0309 1.0313
PP 1.0281 1.0284
S1 1.0254 1.0255

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

View Archives - Comment on this page... - Back to Index of Symbols