CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 0.9913 0.9864 -0.0049 -0.5% 1.0006
High 0.9931 0.9933 0.0002 0.0% 1.0063
Low 0.9842 0.9860 0.0018 0.2% 0.9963
Close 0.9860 0.9928 0.0068 0.7% 0.9982
Range 0.0089 0.0073 -0.0016 -18.0% 0.0100
ATR 0.0080 0.0080 -0.0001 -0.6% 0.0000
Volume 280 147 -133 -47.5% 831
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0126 1.0100 0.9968
R3 1.0053 1.0027 0.9948
R2 0.9980 0.9980 0.9941
R1 0.9954 0.9954 0.9935 0.9967
PP 0.9907 0.9907 0.9907 0.9914
S1 0.9881 0.9881 0.9921 0.9894
S2 0.9834 0.9834 0.9915
S3 0.9761 0.9808 0.9908
S4 0.9688 0.9735 0.9888
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 1.0054 0.9842 0.0212 2.1% 0.0077 0.8% 41% False False 181
10 1.0106 0.9842 0.0264 2.7% 0.0076 0.8% 33% False False 194
20 1.0350 0.9842 0.0508 5.1% 0.0076 0.8% 17% False False 120
40 1.0607 0.9842 0.0765 7.7% 0.0082 0.8% 11% False False 67
60 1.0607 0.9842 0.0765 7.7% 0.0076 0.8% 11% False False 46
80 1.0820 0.9842 0.0978 9.9% 0.0062 0.6% 9% False False 34
100 1.0820 0.9842 0.0978 9.9% 0.0052 0.5% 9% False False 27
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0243
2.618 1.0124
1.618 1.0051
1.000 1.0006
0.618 0.9978
HIGH 0.9933
0.618 0.9905
0.500 0.9897
0.382 0.9888
LOW 0.9860
0.618 0.9815
1.000 0.9787
1.618 0.9742
2.618 0.9669
4.250 0.9550
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 0.9918 0.9919
PP 0.9907 0.9911
S1 0.9897 0.9902

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

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