CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 08-Sep-2016
Day Change Summary
Previous Current
07-Sep-2016 08-Sep-2016 Change Change % Previous Week
Open 1.0315 1.0316 0.0001 0.0% 1.0230
High 1.0347 1.0367 0.0020 0.2% 1.0276
Low 1.0304 1.0273 -0.0031 -0.3% 1.0123
Close 1.0321 1.0283 -0.0038 -0.4% 1.0207
Range 0.0043 0.0094 0.0051 118.6% 0.0153
ATR 0.0078 0.0079 0.0001 1.4% 0.0000
Volume 24,651 25,604 953 3.9% 110,860
Daily Pivots for day following 08-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0590 1.0530 1.0335
R3 1.0496 1.0436 1.0309
R2 1.0402 1.0402 1.0300
R1 1.0342 1.0342 1.0292 1.0325
PP 1.0308 1.0308 1.0308 1.0299
S1 1.0248 1.0248 1.0274 1.0231
S2 1.0214 1.0214 1.0266
S3 1.0120 1.0154 1.0257
S4 1.0026 1.0060 1.0231
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 1.0367 1.0123 0.0244 2.4% 0.0091 0.9% 66% True False 26,495
10 1.0395 1.0123 0.0272 2.6% 0.0084 0.8% 59% False False 25,686
20 1.0501 1.0123 0.0378 3.7% 0.0078 0.8% 42% False False 21,691
40 1.0501 1.0034 0.0467 4.5% 0.0077 0.7% 53% False False 18,620
60 1.0552 1.0034 0.0518 5.0% 0.0081 0.8% 48% False False 19,524
80 1.0552 1.0034 0.0518 5.0% 0.0076 0.7% 48% False False 16,370
100 1.0650 1.0034 0.0616 6.0% 0.0070 0.7% 40% False False 13,101
120 1.0650 1.0034 0.0616 6.0% 0.0064 0.6% 40% False False 10,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0767
2.618 1.0613
1.618 1.0519
1.000 1.0461
0.618 1.0425
HIGH 1.0367
0.618 1.0331
0.500 1.0320
0.382 1.0309
LOW 1.0273
0.618 1.0215
1.000 1.0179
1.618 1.0121
2.618 1.0027
4.250 0.9874
Fisher Pivots for day following 08-Sep-2016
Pivot 1 day 3 day
R1 1.0320 1.0283
PP 1.0308 1.0282
S1 1.0295 1.0282

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

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