CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 1.0488 1.0481 -0.0007 -0.1% 1.0472
High 1.0488 1.0547 0.0059 0.6% 1.0541
Low 1.0488 1.0481 -0.0007 -0.1% 1.0472
Close 1.0488 1.0481 -0.0007 -0.1% 1.0488
Range 0.0000 0.0066 0.0066 0.0069
ATR 0.0058 0.0058 0.0001 1.0% 0.0000
Volume
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0701 1.0657 1.0517
R3 1.0635 1.0591 1.0499
R2 1.0569 1.0569 1.0493
R1 1.0525 1.0525 1.0487 1.0514
PP 1.0503 1.0503 1.0503 1.0498
S1 1.0459 1.0459 1.0475 1.0448
S2 1.0437 1.0437 1.0469
S3 1.0371 1.0393 1.0463
S4 1.0305 1.0327 1.0445
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0707 1.0667 1.0526
R3 1.0638 1.0598 1.0507
R2 1.0569 1.0569 1.0501
R1 1.0529 1.0529 1.0494 1.0549
PP 1.0500 1.0500 1.0500 1.0511
S1 1.0460 1.0460 1.0482 1.0480
S2 1.0431 1.0431 1.0475
S3 1.0362 1.0391 1.0469
S4 1.0293 1.0322 1.0450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0547 1.0481 0.0066 0.6% 0.0014 0.1% 0% True True
10 1.0732 1.0472 0.0260 2.5% 0.0012 0.1% 3% False False
20 1.0930 1.0472 0.0458 4.4% 0.0010 0.1% 2% 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 0.0000
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.0828
2.618 1.0720
1.618 1.0654
1.000 1.0613
0.618 1.0588
HIGH 1.0547
0.618 1.0522
0.500 1.0514
0.382 1.0506
LOW 1.0481
0.618 1.0440
1.000 1.0415
1.618 1.0374
2.618 1.0308
4.250 1.0201
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 1.0514 1.0514
PP 1.0503 1.0503
S1 1.0492 1.0492

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

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