CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 0.9925 0.9865 -0.0060 -0.6% 0.9980
High 0.9929 0.9880 -0.0049 -0.5% 1.0010
Low 0.9865 0.9850 -0.0015 -0.2% 0.9842
Close 0.9873 0.9867 -0.0006 -0.1% 0.9873
Range 0.0064 0.0030 -0.0034 -53.1% 0.0168
ATR 0.0078 0.0075 -0.0003 -4.4% 0.0000
Volume 151 103 -48 -31.8% 908
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.9956 0.9941 0.9884
R3 0.9926 0.9911 0.9875
R2 0.9896 0.9896 0.9873
R1 0.9881 0.9881 0.9870 0.9889
PP 0.9866 0.9866 0.9866 0.9869
S1 0.9851 0.9851 0.9864 0.9859
S2 0.9836 0.9836 0.9862
S3 0.9806 0.9821 0.9859
S4 0.9776 0.9791 0.9851
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0412 1.0311 0.9965
R3 1.0244 1.0143 0.9919
R2 1.0076 1.0076 0.9904
R1 0.9975 0.9975 0.9888 0.9942
PP 0.9908 0.9908 0.9908 0.9892
S1 0.9807 0.9807 0.9858 0.9774
S2 0.9740 0.9740 0.9842
S3 0.9572 0.9639 0.9827
S4 0.9404 0.9471 0.9781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9962 0.9842 0.0120 1.2% 0.0066 0.7% 21% False False 158
10 1.0063 0.9842 0.0221 2.2% 0.0068 0.7% 11% False False 161
20 1.0250 0.9842 0.0408 4.1% 0.0072 0.7% 6% False False 128
40 1.0607 0.9842 0.0765 7.8% 0.0080 0.8% 3% False False 74
60 1.0607 0.9842 0.0765 7.8% 0.0076 0.8% 3% False False 50
80 1.0820 0.9842 0.0978 9.9% 0.0062 0.6% 3% False False 38
100 1.0820 0.9842 0.0978 9.9% 0.0053 0.5% 3% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.0007
2.618 0.9959
1.618 0.9929
1.000 0.9910
0.618 0.9899
HIGH 0.9880
0.618 0.9869
0.500 0.9865
0.382 0.9861
LOW 0.9850
0.618 0.9831
1.000 0.9820
1.618 0.9801
2.618 0.9771
4.250 0.9723
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 0.9866 0.9892
PP 0.9866 0.9883
S1 0.9865 0.9875

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

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