CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 1.0184 1.0181 -0.0003 0.0% 1.0296
High 1.0216 1.0208 -0.0008 -0.1% 1.0305
Low 1.0161 1.0127 -0.0034 -0.3% 1.0097
Close 1.0184 1.0148 -0.0036 -0.4% 1.0170
Range 0.0055 0.0081 0.0026 47.3% 0.0208
ATR 0.0087 0.0086 0.0000 -0.5% 0.0000
Volume 31 47 16 51.6% 198
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0404 1.0357 1.0193
R3 1.0323 1.0276 1.0170
R2 1.0242 1.0242 1.0163
R1 1.0195 1.0195 1.0155 1.0178
PP 1.0161 1.0161 1.0161 1.0153
S1 1.0114 1.0114 1.0141 1.0097
S2 1.0080 1.0080 1.0133
S3 0.9999 1.0033 1.0126
S4 0.9918 0.9952 1.0103
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0815 1.0700 1.0284
R3 1.0607 1.0492 1.0227
R2 1.0399 1.0399 1.0208
R1 1.0284 1.0284 1.0189 1.0238
PP 1.0191 1.0191 1.0191 1.0167
S1 1.0076 1.0076 1.0151 1.0030
S2 0.9983 0.9983 1.0132
S3 0.9775 0.9868 1.0113
S4 0.9567 0.9660 1.0056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0230 1.0097 0.0133 1.3% 0.0080 0.8% 38% False False 38
10 1.0550 1.0097 0.0453 4.5% 0.0090 0.9% 11% False False 37
20 1.0607 1.0097 0.0510 5.0% 0.0086 0.8% 10% False False 26
40 1.0607 1.0097 0.0510 5.0% 0.0084 0.8% 10% False False 17
60 1.0820 1.0097 0.0723 7.1% 0.0065 0.6% 7% False False 11
80 1.0820 1.0097 0.0723 7.1% 0.0053 0.5% 7% False False 8
100 1.1036 1.0097 0.0939 9.3% 0.0043 0.4% 5% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0552
2.618 1.0420
1.618 1.0339
1.000 1.0289
0.618 1.0258
HIGH 1.0208
0.618 1.0177
0.500 1.0168
0.382 1.0158
LOW 1.0127
0.618 1.0077
1.000 1.0046
1.618 0.9996
2.618 0.9915
4.250 0.9783
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 1.0168 1.0172
PP 1.0161 1.0164
S1 1.0155 1.0156

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

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