CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 1.0050 0.9980 -0.0070 -0.7% 1.0006
High 1.0054 1.0010 -0.0044 -0.4% 1.0063
Low 0.9963 0.9948 -0.0015 -0.2% 0.9963
Close 0.9982 0.9956 -0.0026 -0.3% 0.9982
Range 0.0091 0.0062 -0.0029 -31.9% 0.0100
ATR 0.0081 0.0080 -0.0001 -1.7% 0.0000
Volume 150 218 68 45.3% 831
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0157 1.0119 0.9990
R3 1.0095 1.0057 0.9973
R2 1.0033 1.0033 0.9967
R1 0.9995 0.9995 0.9962 0.9983
PP 0.9971 0.9971 0.9971 0.9966
S1 0.9933 0.9933 0.9950 0.9921
S2 0.9909 0.9909 0.9945
S3 0.9847 0.9871 0.9939
S4 0.9785 0.9809 0.9922
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 0.9948 0.0115 1.2% 0.0070 0.7% 7% False True 165
10 1.0208 0.9948 0.0260 2.6% 0.0073 0.7% 3% False True 159
20 1.0589 0.9948 0.0641 6.4% 0.0082 0.8% 1% False True 96
40 1.0607 0.9948 0.0659 6.6% 0.0081 0.8% 1% False True 54
60 1.0820 0.9948 0.0872 8.8% 0.0073 0.7% 1% False True 37
80 1.0820 0.9948 0.0872 8.8% 0.0061 0.6% 1% False True 28
100 1.0930 0.9948 0.0982 9.9% 0.0050 0.5% 1% False True 22
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0274
2.618 1.0172
1.618 1.0110
1.000 1.0072
0.618 1.0048
HIGH 1.0010
0.618 0.9986
0.500 0.9979
0.382 0.9972
LOW 0.9948
0.618 0.9910
1.000 0.9886
1.618 0.9848
2.618 0.9786
4.250 0.9685
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 0.9979 1.0006
PP 0.9971 0.9989
S1 0.9964 0.9973

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

View Archives - Comment on this page... - Back to Index of Symbols