CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 1.0299 1.0311 0.0012 0.1% 1.0396
High 1.0299 1.0320 0.0021 0.2% 1.0404
Low 1.0299 1.0311 0.0012 0.1% 1.0299
Close 1.0299 1.0311 0.0012 0.1% 1.0299
Range 0.0000 0.0009 0.0009 0.0105
ATR 0.0052 0.0050 -0.0002 -4.3% 0.0000
Volume
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0341 1.0335 1.0316
R3 1.0332 1.0326 1.0313
R2 1.0323 1.0323 1.0313
R1 1.0317 1.0317 1.0312 1.0316
PP 1.0314 1.0314 1.0314 1.0313
S1 1.0308 1.0308 1.0310 1.0307
S2 1.0305 1.0305 1.0309
S3 1.0296 1.0299 1.0309
S4 1.0287 1.0290 1.0306
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0649 1.0579 1.0357
R3 1.0544 1.0474 1.0328
R2 1.0439 1.0439 1.0318
R1 1.0369 1.0369 1.0309 1.0352
PP 1.0334 1.0334 1.0334 1.0325
S1 1.0264 1.0264 1.0289 1.0247
S2 1.0229 1.0229 1.0280
S3 1.0124 1.0159 1.0270
S4 1.0019 1.0054 1.0241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0404 1.0299 0.0105 1.0% 0.0024 0.2% 11% False False 3
10 1.0454 1.0299 0.0155 1.5% 0.0034 0.3% 8% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0358
2.618 1.0344
1.618 1.0335
1.000 1.0329
0.618 1.0326
HIGH 1.0320
0.618 1.0317
0.500 1.0316
0.382 1.0314
LOW 1.0311
0.618 1.0305
1.000 1.0302
1.618 1.0296
2.618 1.0287
4.250 1.0273
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 1.0316 1.0352
PP 1.0314 1.0338
S1 1.0313 1.0325

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

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