CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 1.0006 1.0027 0.0021 0.2% 1.0184
High 1.0054 1.0035 -0.0019 -0.2% 1.0216
Low 1.0001 0.9971 -0.0030 -0.3% 0.9981
Close 1.0025 0.9988 -0.0037 -0.4% 0.9991
Range 0.0053 0.0064 0.0011 20.8% 0.0235
ATR 0.0084 0.0083 -0.0001 -1.7% 0.0000
Volume 224 103 -121 -54.0% 577
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0190 1.0153 1.0023
R3 1.0126 1.0089 1.0006
R2 1.0062 1.0062 1.0000
R1 1.0025 1.0025 0.9994 1.0012
PP 0.9998 0.9998 0.9998 0.9991
S1 0.9961 0.9961 0.9982 0.9948
S2 0.9934 0.9934 0.9976
S3 0.9870 0.9897 0.9970
S4 0.9806 0.9833 0.9953
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0768 1.0614 1.0120
R3 1.0533 1.0379 1.0056
R2 1.0298 1.0298 1.0034
R1 1.0144 1.0144 1.0013 1.0104
PP 1.0063 1.0063 1.0063 1.0042
S1 0.9909 0.9909 0.9969 0.9869
S2 0.9828 0.9828 0.9948
S3 0.9593 0.9674 0.9926
S4 0.9358 0.9439 0.9862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0165 0.9971 0.0194 1.9% 0.0072 0.7% 9% False True 165
10 1.0230 0.9971 0.0259 2.6% 0.0076 0.8% 7% False True 101
20 1.0607 0.9971 0.0636 6.4% 0.0082 0.8% 3% False True 63
40 1.0607 0.9971 0.0636 6.4% 0.0087 0.9% 3% False True 37
60 1.0820 0.9971 0.0849 8.5% 0.0068 0.7% 2% False True 25
80 1.0820 0.9971 0.0849 8.5% 0.0057 0.6% 2% False True 19
100 1.0983 0.9971 0.1012 10.1% 0.0047 0.5% 2% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0307
2.618 1.0203
1.618 1.0139
1.000 1.0099
0.618 1.0075
HIGH 1.0035
0.618 1.0011
0.500 1.0003
0.382 0.9995
LOW 0.9971
0.618 0.9931
1.000 0.9907
1.618 0.9867
2.618 0.9803
4.250 0.9699
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 1.0003 1.0039
PP 0.9998 1.0022
S1 0.9993 1.0005

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

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