CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 29-Aug-2016
Day Change Summary
Previous Current
26-Aug-2016 29-Aug-2016 Change Change % Previous Week
Open 1.0346 1.0230 -0.0116 -1.1% 1.0421
High 1.0395 1.0251 -0.0144 -1.4% 1.0438
Low 1.0223 1.0209 -0.0014 -0.1% 1.0223
Close 1.0226 1.0233 0.0007 0.1% 1.0226
Range 0.0172 0.0042 -0.0130 -75.6% 0.0215
ATR 0.0080 0.0077 -0.0003 -3.4% 0.0000
Volume 48,807 16,371 -32,436 -66.5% 115,215
Daily Pivots for day following 29-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0357 1.0337 1.0256
R3 1.0315 1.0295 1.0245
R2 1.0273 1.0273 1.0241
R1 1.0253 1.0253 1.0237 1.0263
PP 1.0231 1.0231 1.0231 1.0236
S1 1.0211 1.0211 1.0229 1.0221
S2 1.0189 1.0189 1.0225
S3 1.0147 1.0169 1.0221
S4 1.0105 1.0127 1.0210
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 1.0209 0.0229 2.2% 0.0074 0.7% 10% False True 22,940
10 1.0501 1.0209 0.0292 2.9% 0.0082 0.8% 8% False True 22,909
20 1.0501 1.0180 0.0321 3.1% 0.0073 0.7% 17% False False 17,892
40 1.0501 1.0034 0.0467 4.6% 0.0076 0.7% 43% False False 17,231
60 1.0552 1.0034 0.0518 5.1% 0.0080 0.8% 38% False False 18,820
80 1.0552 1.0034 0.0518 5.1% 0.0072 0.7% 38% False False 14,183
100 1.0650 1.0034 0.0616 6.0% 0.0067 0.7% 32% False False 11,351
120 1.0650 1.0034 0.0616 6.0% 0.0061 0.6% 32% False False 9,460
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0430
2.618 1.0361
1.618 1.0319
1.000 1.0293
0.618 1.0277
HIGH 1.0251
0.618 1.0235
0.500 1.0230
0.382 1.0225
LOW 1.0209
0.618 1.0183
1.000 1.0167
1.618 1.0141
2.618 1.0099
4.250 1.0031
Fisher Pivots for day following 29-Aug-2016
Pivot 1 day 3 day
R1 1.0232 1.0302
PP 1.0231 1.0279
S1 1.0230 1.0256

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

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