CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 1.0018 1.0050 0.0032 0.3% 1.0006
High 1.0063 1.0054 -0.0009 -0.1% 1.0063
Low 0.9970 0.9963 -0.0007 -0.1% 0.9963
Close 1.0041 0.9982 -0.0059 -0.6% 0.9982
Range 0.0093 0.0091 -0.0002 -2.2% 0.0100
ATR 0.0081 0.0081 0.0001 0.9% 0.0000
Volume 127 150 23 18.1% 831
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0273 1.0218 1.0032
R3 1.0182 1.0127 1.0007
R2 1.0091 1.0091 0.9999
R1 1.0036 1.0036 0.9990 1.0018
PP 1.0000 1.0000 1.0000 0.9991
S1 0.9945 0.9945 0.9974 0.9927
S2 0.9909 0.9909 0.9965
S3 0.9818 0.9854 0.9957
S4 0.9727 0.9763 0.9932
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0303 1.0242 1.0037
R3 1.0203 1.0142 1.0010
R2 1.0103 1.0103 1.0000
R1 1.0042 1.0042 0.9991 1.0023
PP 1.0003 1.0003 1.0003 0.9993
S1 0.9942 0.9942 0.9973 0.9923
S2 0.9903 0.9903 0.9964
S3 0.9803 0.9842 0.9955
S4 0.9703 0.9742 0.9927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0063 0.9963 0.0100 1.0% 0.0069 0.7% 19% False True 166
10 1.0216 0.9963 0.0253 2.5% 0.0072 0.7% 8% False True 140
20 1.0589 0.9963 0.0626 6.3% 0.0081 0.8% 3% False True 86
40 1.0607 0.9963 0.0644 6.5% 0.0082 0.8% 3% False True 49
60 1.0820 0.9963 0.0857 8.6% 0.0072 0.7% 2% False True 33
80 1.0820 0.9963 0.0857 8.6% 0.0060 0.6% 2% False True 25
100 1.0930 0.9963 0.0967 9.7% 0.0049 0.5% 2% False True 20
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0441
2.618 1.0292
1.618 1.0201
1.000 1.0145
0.618 1.0110
HIGH 1.0054
0.618 1.0019
0.500 1.0009
0.382 0.9998
LOW 0.9963
0.618 0.9907
1.000 0.9872
1.618 0.9816
2.618 0.9725
4.250 0.9576
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 1.0009 1.0013
PP 1.0000 1.0003
S1 0.9991 0.9992

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

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