CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 1.0498 1.0449 -0.0049 -0.5% 1.0266
High 1.0498 1.0449 -0.0049 -0.5% 1.0498
Low 1.0481 1.0449 -0.0032 -0.3% 1.0266
Close 1.0481 1.0449 -0.0032 -0.3% 1.0449
Range 0.0017 0.0000 -0.0017 -100.0% 0.0232
ATR 0.0043 0.0042 -0.0001 -1.8% 0.0000
Volume 1 0 -1 -100.0% 1
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0449 1.0449 1.0449
R3 1.0449 1.0449 1.0449
R2 1.0449 1.0449 1.0449
R1 1.0449 1.0449 1.0449 1.0449
PP 1.0449 1.0449 1.0449 1.0449
S1 1.0449 1.0449 1.0449 1.0449
S2 1.0449 1.0449 1.0449
S3 1.0449 1.0449 1.0449
S4 1.0449 1.0449 1.0449
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1100 1.1007 1.0577
R3 1.0868 1.0775 1.0513
R2 1.0636 1.0636 1.0492
R1 1.0543 1.0543 1.0470 1.0590
PP 1.0404 1.0404 1.0404 1.0428
S1 1.0311 1.0311 1.0428 1.0358
S2 1.0172 1.0172 1.0406
S3 0.9940 1.0079 1.0385
S4 0.9708 0.9847 1.0321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0498 1.0266 0.0232 2.2% 0.0003 0.0% 79% False False
10 1.0498 1.0177 0.0321 3.1% 0.0002 0.0% 85% False False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0449
2.618 1.0449
1.618 1.0449
1.000 1.0449
0.618 1.0449
HIGH 1.0449
0.618 1.0449
0.500 1.0449
0.382 1.0449
LOW 1.0449
0.618 1.0449
1.000 1.0449
1.618 1.0449
2.618 1.0449
4.250 1.0449
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 1.0449 1.0442
PP 1.0449 1.0435
S1 1.0449 1.0428

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

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