CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 1.0233 1.0176 -0.0057 -0.6% 1.0421
High 1.0240 1.0194 -0.0046 -0.4% 1.0438
Low 1.0169 1.0148 -0.0021 -0.2% 1.0223
Close 1.0175 1.0180 0.0005 0.0% 1.0226
Range 0.0071 0.0046 -0.0025 -35.2% 0.0215
ATR 0.0077 0.0075 -0.0002 -2.9% 0.0000
Volume 21,421 21,140 -281 -1.3% 115,215
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0312 1.0292 1.0205
R3 1.0266 1.0246 1.0193
R2 1.0220 1.0220 1.0188
R1 1.0200 1.0200 1.0184 1.0210
PP 1.0174 1.0174 1.0174 1.0179
S1 1.0154 1.0154 1.0176 1.0164
S2 1.0128 1.0128 1.0172
S3 1.0082 1.0108 1.0167
S4 1.0036 1.0062 1.0155
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 1.0395 1.0148 0.0247 2.4% 0.0076 0.7% 13% False True 24,877
10 1.0501 1.0148 0.0353 3.5% 0.0071 0.7% 9% False True 22,363
20 1.0501 1.0148 0.0353 3.5% 0.0071 0.7% 9% False True 18,365
40 1.0501 1.0034 0.0467 4.6% 0.0075 0.7% 31% False False 17,402
60 1.0552 1.0034 0.0518 5.1% 0.0079 0.8% 28% False False 19,099
80 1.0552 1.0034 0.0518 5.1% 0.0073 0.7% 28% False False 14,715
100 1.0650 1.0034 0.0616 6.1% 0.0067 0.7% 24% False False 11,776
120 1.0650 1.0034 0.0616 6.1% 0.0060 0.6% 24% False False 9,815
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0390
2.618 1.0314
1.618 1.0268
1.000 1.0240
0.618 1.0222
HIGH 1.0194
0.618 1.0176
0.500 1.0171
0.382 1.0166
LOW 1.0148
0.618 1.0120
1.000 1.0102
1.618 1.0074
2.618 1.0028
4.250 0.9953
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 1.0177 1.0200
PP 1.0174 1.0193
S1 1.0171 1.0187

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

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