CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 0.9865 0.9879 0.0014 0.1% 0.9980
High 0.9880 0.9909 0.0029 0.3% 1.0010
Low 0.9850 0.9871 0.0021 0.2% 0.9842
Close 0.9867 0.9909 0.0042 0.4% 0.9873
Range 0.0030 0.0038 0.0008 26.7% 0.0168
ATR 0.0075 0.0073 -0.0002 -3.1% 0.0000
Volume 103 170 67 65.0% 908
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0010 0.9998 0.9930
R3 0.9972 0.9960 0.9919
R2 0.9934 0.9934 0.9916
R1 0.9922 0.9922 0.9912 0.9928
PP 0.9896 0.9896 0.9896 0.9900
S1 0.9884 0.9884 0.9906 0.9890
S2 0.9858 0.9858 0.9902
S3 0.9820 0.9846 0.9899
S4 0.9782 0.9808 0.9888
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 0.9933 0.9842 0.0091 0.9% 0.0059 0.6% 74% False False 170
10 1.0063 0.9842 0.0221 2.2% 0.0065 0.7% 30% False False 168
20 1.0230 0.9842 0.0388 3.9% 0.0071 0.7% 17% False False 135
40 1.0607 0.9842 0.0765 7.7% 0.0080 0.8% 9% False False 78
60 1.0607 0.9842 0.0765 7.7% 0.0076 0.8% 9% False False 53
80 1.0820 0.9842 0.0978 9.9% 0.0062 0.6% 7% False False 40
100 1.0820 0.9842 0.0978 9.9% 0.0053 0.5% 7% False False 32
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0071
2.618 1.0008
1.618 0.9970
1.000 0.9947
0.618 0.9932
HIGH 0.9909
0.618 0.9894
0.500 0.9890
0.382 0.9886
LOW 0.9871
0.618 0.9848
1.000 0.9833
1.618 0.9810
2.618 0.9772
4.250 0.9709
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 0.9903 0.9903
PP 0.9896 0.9896
S1 0.9890 0.9890

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

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