CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 1.0509 1.0547 0.0038 0.4% 1.0455
High 1.0509 1.0547 0.0038 0.4% 1.0455
Low 1.0509 1.0547 0.0038 0.4% 1.0388
Close 1.0509 1.0547 0.0038 0.4% 1.0388
Range
ATR 0.0037 0.0037 0.0000 0.3% 0.0000
Volume
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0547 1.0547 1.0547
R3 1.0547 1.0547 1.0547
R2 1.0547 1.0547 1.0547
R1 1.0547 1.0547 1.0547 1.0547
PP 1.0547 1.0547 1.0547 1.0547
S1 1.0547 1.0547 1.0547 1.0547
S2 1.0547 1.0547 1.0547
S3 1.0547 1.0547 1.0547
S4 1.0547 1.0547 1.0547
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0611 1.0567 1.0425
R3 1.0544 1.0500 1.0406
R2 1.0477 1.0477 1.0400
R1 1.0433 1.0433 1.0394 1.0422
PP 1.0410 1.0410 1.0410 1.0405
S1 1.0366 1.0366 1.0382 1.0355
S2 1.0343 1.0343 1.0376
S3 1.0276 1.0299 1.0370
S4 1.0209 1.0232 1.0351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0547 1.0388 0.0159 1.5% 0.0000 0.0% 100% True False
10 1.0547 1.0388 0.0159 1.5% 0.0002 0.0% 100% True False
20 1.0547 1.0177 0.0370 3.5% 0.0001 0.0% 100% True False
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0547
2.618 1.0547
1.618 1.0547
1.000 1.0547
0.618 1.0547
HIGH 1.0547
0.618 1.0547
0.500 1.0547
0.382 1.0547
LOW 1.0547
0.618 1.0547
1.000 1.0547
1.618 1.0547
2.618 1.0547
4.250 1.0547
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 1.0547 1.0537
PP 1.0547 1.0526
S1 1.0547 1.0516

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

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