CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 1.0513 1.0478 -0.0035 -0.3% 1.0457
High 1.0550 1.0492 -0.0058 -0.5% 1.0607
Low 1.0463 1.0323 -0.0140 -1.3% 1.0427
Close 1.0484 1.0323 -0.0161 -1.5% 1.0572
Range 0.0087 0.0169 0.0082 94.3% 0.0180
ATR 0.0086 0.0092 0.0006 6.9% 0.0000
Volume 5 53 48 960.0% 73
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0886 1.0774 1.0416
R3 1.0717 1.0605 1.0369
R2 1.0548 1.0548 1.0354
R1 1.0436 1.0436 1.0338 1.0408
PP 1.0379 1.0379 1.0379 1.0365
S1 1.0267 1.0267 1.0308 1.0239
S2 1.0210 1.0210 1.0292
S3 1.0041 1.0098 1.0277
S4 0.9872 0.9929 1.0230
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1075 1.1004 1.0671
R3 1.0895 1.0824 1.0622
R2 1.0715 1.0715 1.0605
R1 1.0644 1.0644 1.0589 1.0680
PP 1.0535 1.0535 1.0535 1.0553
S1 1.0464 1.0464 1.0556 1.0500
S2 1.0355 1.0355 1.0539
S3 1.0175 1.0284 1.0523
S4 0.9995 1.0104 1.0473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0589 1.0323 0.0266 2.6% 0.0090 0.9% 0% False True 19
10 1.0607 1.0323 0.0284 2.8% 0.0086 0.8% 0% False True 17
20 1.0607 1.0230 0.0377 3.7% 0.0088 0.9% 25% False False 15
40 1.0607 1.0230 0.0377 3.7% 0.0076 0.7% 25% False False 9
60 1.0820 1.0193 0.0627 6.1% 0.0057 0.6% 21% False False 6
80 1.0820 1.0193 0.0627 6.1% 0.0046 0.4% 21% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.1210
2.618 1.0934
1.618 1.0765
1.000 1.0661
0.618 1.0596
HIGH 1.0492
0.618 1.0427
0.500 1.0408
0.382 1.0388
LOW 1.0323
0.618 1.0219
1.000 1.0154
1.618 1.0050
2.618 0.9881
4.250 0.9605
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 1.0408 1.0456
PP 1.0379 1.0412
S1 1.0351 1.0367

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

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