CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 1.0717 1.0728 0.0011 0.1% 1.0930
High 1.0717 1.0737 0.0020 0.2% 1.0930
Low 1.0717 1.0697 -0.0020 -0.2% 1.0661
Close 1.0717 1.0728 0.0011 0.1% 1.0717
Range 0.0000 0.0040 0.0040 0.0269
ATR 0.0061 0.0059 -0.0001 -2.4% 0.0000
Volume
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0841 1.0824 1.0750
R3 1.0801 1.0784 1.0739
R2 1.0761 1.0761 1.0735
R1 1.0744 1.0744 1.0732 1.0748
PP 1.0721 1.0721 1.0721 1.0723
S1 1.0704 1.0704 1.0724 1.0708
S2 1.0681 1.0681 1.0721
S3 1.0641 1.0664 1.0717
S4 1.0601 1.0624 1.0706
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1576 1.1416 1.0865
R3 1.1307 1.1147 1.0791
R2 1.1038 1.1038 1.0766
R1 1.0878 1.0878 1.0742 1.0824
PP 1.0769 1.0769 1.0769 1.0742
S1 1.0609 1.0609 1.0692 1.0555
S2 1.0500 1.0500 1.0668
S3 1.0231 1.0340 1.0643
S4 0.9962 1.0071 1.0569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0930 1.0661 0.0269 2.5% 0.0008 0.1% 25% False False
10 1.0983 1.0661 0.0322 3.0% 0.0004 0.0% 21% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0907
2.618 1.0842
1.618 1.0802
1.000 1.0777
0.618 1.0762
HIGH 1.0737
0.618 1.0722
0.500 1.0717
0.382 1.0712
LOW 1.0697
0.618 1.0672
1.000 1.0657
1.618 1.0632
2.618 1.0592
4.250 1.0527
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 1.0724 1.0718
PP 1.0721 1.0709
S1 1.0717 1.0699

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

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