CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 1.0193 1.0115 -0.0078 -0.8% 1.0531
High 1.0230 1.0166 -0.0064 -0.6% 1.0589
Low 1.0099 1.0097 -0.0002 0.0% 1.0261
Close 1.0105 1.0149 0.0044 0.4% 1.0263
Range 0.0131 0.0069 -0.0062 -47.3% 0.0328
ATR 0.0093 0.0091 -0.0002 -1.8% 0.0000
Volume 50 55 5 10.0% 118
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0344 1.0316 1.0187
R3 1.0275 1.0247 1.0168
R2 1.0206 1.0206 1.0162
R1 1.0178 1.0178 1.0155 1.0192
PP 1.0137 1.0137 1.0137 1.0145
S1 1.0109 1.0109 1.0143 1.0123
S2 1.0068 1.0068 1.0136
S3 0.9999 1.0040 1.0130
S4 0.9930 0.9971 1.0111
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 1.0350 1.0097 0.0253 2.5% 0.0088 0.9% 21% False True 45
10 1.0589 1.0097 0.0492 4.8% 0.0089 0.9% 11% False True 32
20 1.0607 1.0097 0.0510 5.0% 0.0093 0.9% 10% False True 26
40 1.0607 1.0097 0.0510 5.0% 0.0081 0.8% 10% False True 15
60 1.0820 1.0097 0.0723 7.1% 0.0062 0.6% 7% False True 10
80 1.0820 1.0097 0.0723 7.1% 0.0051 0.5% 7% False True 7
100 1.1036 1.0097 0.0939 9.3% 0.0041 0.4% 6% False True 6
Crabel Price Patterns
NR True
NR4 False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0459
2.618 1.0347
1.618 1.0278
1.000 1.0235
0.618 1.0209
HIGH 1.0166
0.618 1.0140
0.500 1.0132
0.382 1.0123
LOW 1.0097
0.618 1.0054
1.000 1.0028
1.618 0.9985
2.618 0.9916
4.250 0.9804
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 1.0143 1.0174
PP 1.0137 1.0165
S1 1.0132 1.0157

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

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