CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 1.0352 1.0295 -0.0057 -0.6% 1.0416
High 1.0353 1.0351 -0.0002 0.0% 1.0416
Low 1.0298 1.0283 -0.0015 -0.1% 1.0230
Close 1.0322 1.0295 -0.0027 -0.3% 1.0271
Range 0.0055 0.0068 0.0013 23.6% 0.0186
ATR 0.0086 0.0085 -0.0001 -1.5% 0.0000
Volume 7 0 -7 -100.0% 11
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0514 1.0472 1.0332
R3 1.0446 1.0404 1.0314
R2 1.0378 1.0378 1.0307
R1 1.0336 1.0336 1.0301 1.0329
PP 1.0310 1.0310 1.0310 1.0306
S1 1.0268 1.0268 1.0289 1.0261
S2 1.0242 1.0242 1.0283
S3 1.0174 1.0200 1.0276
S4 1.0106 1.0132 1.0258
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0864 1.0753 1.0373
R3 1.0678 1.0567 1.0322
R2 1.0492 1.0492 1.0305
R1 1.0381 1.0381 1.0288 1.0344
PP 1.0306 1.0306 1.0306 1.0287
S1 1.0195 1.0195 1.0254 1.0158
S2 1.0120 1.0120 1.0237
S3 0.9934 1.0009 1.0220
S4 0.9748 0.9823 1.0169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0388 1.0230 0.0158 1.5% 0.0067 0.7% 41% False False 1
10 1.0563 1.0230 0.0333 3.2% 0.0081 0.8% 20% False False 2
20 1.0563 1.0230 0.0333 3.2% 0.0069 0.7% 20% False False 3
40 1.0820 1.0193 0.0627 6.1% 0.0046 0.4% 16% False False 2
60 1.0820 1.0193 0.0627 6.1% 0.0036 0.4% 16% False False 1
80 1.1036 1.0193 0.0843 8.2% 0.0028 0.3% 12% False False 1
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0640
2.618 1.0529
1.618 1.0461
1.000 1.0419
0.618 1.0393
HIGH 1.0351
0.618 1.0325
0.500 1.0317
0.382 1.0309
LOW 1.0283
0.618 1.0241
1.000 1.0215
1.618 1.0173
2.618 1.0105
4.250 0.9994
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 1.0317 1.0336
PP 1.0310 1.0322
S1 1.0302 1.0309

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

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