CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 1.0378 1.0404 0.0026 0.3% 1.0422
High 1.0380 1.0404 0.0024 0.2% 1.0454
Low 1.0378 1.0363 -0.0015 -0.1% 1.0311
Close 1.0378 1.0395 0.0017 0.2% 1.0362
Range 0.0002 0.0041 0.0039 1,950.0% 0.0143
ATR
Volume 0 5 5 5
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0510 1.0494 1.0418
R3 1.0469 1.0453 1.0406
R2 1.0428 1.0428 1.0403
R1 1.0412 1.0412 1.0399 1.0400
PP 1.0387 1.0387 1.0387 1.0381
S1 1.0371 1.0371 1.0391 1.0359
S2 1.0346 1.0346 1.0387
S3 1.0305 1.0330 1.0384
S4 1.0264 1.0289 1.0372
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0805 1.0726 1.0441
R3 1.0662 1.0583 1.0401
R2 1.0519 1.0519 1.0388
R1 1.0440 1.0440 1.0375 1.0408
PP 1.0376 1.0376 1.0376 1.0360
S1 1.0297 1.0297 1.0349 1.0265
S2 1.0233 1.0233 1.0336
S3 1.0090 1.0154 1.0323
S4 0.9947 1.0011 1.0283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0404 1.0334 0.0070 0.7% 0.0025 0.2% 87% True False 3
10 1.0454 1.0253 0.0201 1.9% 0.0045 0.4% 71% False False 2
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0578
2.618 1.0511
1.618 1.0470
1.000 1.0445
0.618 1.0429
HIGH 1.0404
0.618 1.0388
0.500 1.0384
0.382 1.0379
LOW 1.0363
0.618 1.0338
1.000 1.0322
1.618 1.0297
2.618 1.0256
4.250 1.0189
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 1.0391 1.0386
PP 1.0387 1.0378
S1 1.0384 1.0369

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

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