CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 1.0296 1.0231 -0.0065 -0.6% 1.0531
High 1.0305 1.0250 -0.0055 -0.5% 1.0589
Low 1.0220 1.0182 -0.0038 -0.4% 1.0261
Close 1.0221 1.0192 -0.0029 -0.3% 1.0263
Range 0.0085 0.0068 -0.0017 -20.0% 0.0328
ATR 0.0091 0.0090 -0.0002 -1.8% 0.0000
Volume 46 37 -9 -19.6% 118
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0412 1.0370 1.0229
R3 1.0344 1.0302 1.0211
R2 1.0276 1.0276 1.0204
R1 1.0234 1.0234 1.0198 1.0221
PP 1.0208 1.0208 1.0208 1.0202
S1 1.0166 1.0166 1.0186 1.0153
S2 1.0140 1.0140 1.0180
S3 1.0072 1.0098 1.0173
S4 1.0004 1.0030 1.0155
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 1.0550 1.0182 0.0368 3.6% 0.0100 1.0% 3% False True 36
10 1.0607 1.0182 0.0425 4.2% 0.0088 0.9% 2% False True 25
20 1.0607 1.0182 0.0425 4.2% 0.0089 0.9% 2% False True 21
40 1.0607 1.0182 0.0425 4.2% 0.0078 0.8% 2% False True 12
60 1.0820 1.0182 0.0638 6.3% 0.0059 0.6% 2% False True 8
80 1.0820 1.0182 0.0638 6.3% 0.0049 0.5% 2% False True 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0539
2.618 1.0428
1.618 1.0360
1.000 1.0318
0.618 1.0292
HIGH 1.0250
0.618 1.0224
0.500 1.0216
0.382 1.0208
LOW 1.0182
0.618 1.0140
1.000 1.0114
1.618 1.0072
2.618 1.0004
4.250 0.9893
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 1.0216 1.0266
PP 1.0208 1.0241
S1 1.0200 1.0217

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

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