CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 1.0328 1.0296 -0.0032 -0.3% 1.0531
High 1.0350 1.0305 -0.0045 -0.4% 1.0589
Low 1.0261 1.0220 -0.0041 -0.4% 1.0261
Close 1.0263 1.0221 -0.0042 -0.4% 1.0263
Range 0.0089 0.0085 -0.0004 -4.5% 0.0328
ATR 0.0092 0.0091 0.0000 -0.5% 0.0000
Volume 39 46 7 17.9% 118
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0504 1.0447 1.0268
R3 1.0419 1.0362 1.0244
R2 1.0334 1.0334 1.0237
R1 1.0277 1.0277 1.0229 1.0263
PP 1.0249 1.0249 1.0249 1.0242
S1 1.0192 1.0192 1.0213 1.0178
S2 1.0164 1.0164 1.0205
S3 1.0079 1.0107 1.0198
S4 0.9994 1.0022 1.0174
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1355 1.1137 1.0443
R3 1.1027 1.0809 1.0353
R2 1.0699 1.0699 1.0323
R1 1.0481 1.0481 1.0293 1.0426
PP 1.0371 1.0371 1.0371 1.0344
S1 1.0153 1.0153 1.0233 1.0098
S2 1.0043 1.0043 1.0203
S3 0.9715 0.9825 1.0173
S4 0.9387 0.9497 1.0083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0589 1.0220 0.0369 3.6% 0.0103 1.0% 0% False True 29
10 1.0607 1.0220 0.0387 3.8% 0.0091 0.9% 0% False True 22
20 1.0607 1.0220 0.0387 3.8% 0.0087 0.8% 0% False True 19
40 1.0607 1.0220 0.0387 3.8% 0.0078 0.8% 0% False True 11
60 1.0820 1.0193 0.0627 6.1% 0.0058 0.6% 4% False False 7
80 1.0820 1.0193 0.0627 6.1% 0.0048 0.5% 4% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0666
2.618 1.0528
1.618 1.0443
1.000 1.0390
0.618 1.0358
HIGH 1.0305
0.618 1.0273
0.500 1.0263
0.382 1.0252
LOW 1.0220
0.618 1.0167
1.000 1.0135
1.618 1.0082
2.618 0.9997
4.250 0.9859
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 1.0263 1.0356
PP 1.0249 1.0311
S1 1.0235 1.0266

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

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