CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 1.0211 1.0203 -0.0008 -0.1% 1.0230
High 1.0276 1.0322 0.0046 0.4% 1.0276
Low 1.0187 1.0196 0.0009 0.1% 1.0123
Close 1.0207 1.0315 0.0108 1.1% 1.0207
Range 0.0089 0.0126 0.0037 41.6% 0.0153
ATR 0.0078 0.0081 0.0003 4.4% 0.0000
Volume 21,136 30,296 9,160 43.3% 110,860
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0656 1.0611 1.0384
R3 1.0530 1.0485 1.0350
R2 1.0404 1.0404 1.0338
R1 1.0359 1.0359 1.0327 1.0382
PP 1.0278 1.0278 1.0278 1.0289
S1 1.0233 1.0233 1.0303 1.0256
S2 1.0152 1.0152 1.0292
S3 1.0026 1.0107 1.0280
S4 0.9900 0.9981 1.0246
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0661 1.0587 1.0291
R3 1.0508 1.0434 1.0249
R2 1.0355 1.0355 1.0235
R1 1.0281 1.0281 1.0221 1.0242
PP 1.0202 1.0202 1.0202 1.0182
S1 1.0128 1.0128 1.0193 1.0089
S2 1.0049 1.0049 1.0179
S3 0.9896 0.9975 1.0165
S4 0.9743 0.9822 1.0123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0322 1.0123 0.0199 1.9% 0.0087 0.8% 96% True False 24,957
10 1.0438 1.0123 0.0315 3.1% 0.0081 0.8% 61% False False 23,948
20 1.0501 1.0123 0.0378 3.7% 0.0077 0.7% 51% False False 20,339
40 1.0501 1.0034 0.0467 4.5% 0.0078 0.8% 60% False False 18,339
60 1.0552 1.0034 0.0518 5.0% 0.0081 0.8% 54% False False 19,436
80 1.0552 1.0034 0.0518 5.0% 0.0075 0.7% 54% False False 15,742
100 1.0650 1.0034 0.0616 6.0% 0.0069 0.7% 46% False False 12,598
120 1.0650 1.0034 0.0616 6.0% 0.0063 0.6% 46% False False 10,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0858
2.618 1.0652
1.618 1.0526
1.000 1.0448
0.618 1.0400
HIGH 1.0322
0.618 1.0274
0.500 1.0259
0.382 1.0244
LOW 1.0196
0.618 1.0118
1.000 1.0070
1.618 0.9992
2.618 0.9866
4.250 0.9661
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 1.0296 1.0284
PP 1.0278 1.0253
S1 1.0259 1.0223

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

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