CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 0.9894 0.9836 -0.0058 -0.6% 0.9865
High 0.9903 0.9836 -0.0067 -0.7% 0.9909
Low 0.9805 0.9751 -0.0054 -0.6% 0.9751
Close 0.9843 0.9774 -0.0069 -0.7% 0.9774
Range 0.0098 0.0085 -0.0013 -13.3% 0.0158
ATR 0.0075 0.0076 0.0001 1.6% 0.0000
Volume 531 133 -398 -75.0% 937
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0042 0.9993 0.9821
R3 0.9957 0.9908 0.9797
R2 0.9872 0.9872 0.9790
R1 0.9823 0.9823 0.9782 0.9805
PP 0.9787 0.9787 0.9787 0.9778
S1 0.9738 0.9738 0.9766 0.9720
S2 0.9702 0.9702 0.9758
S3 0.9617 0.9653 0.9751
S4 0.9532 0.9568 0.9727
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0285 1.0188 0.9861
R3 1.0127 1.0030 0.9817
R2 0.9969 0.9969 0.9803
R1 0.9872 0.9872 0.9788 0.9842
PP 0.9811 0.9811 0.9811 0.9796
S1 0.9714 0.9714 0.9760 0.9684
S2 0.9653 0.9653 0.9745
S3 0.9495 0.9556 0.9731
S4 0.9337 0.9398 0.9687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9929 0.9751 0.0178 1.8% 0.0063 0.6% 13% False True 217
10 1.0054 0.9751 0.0303 3.1% 0.0070 0.7% 8% False True 199
20 1.0216 0.9751 0.0465 4.8% 0.0070 0.7% 5% False True 163
40 1.0607 0.9751 0.0856 8.8% 0.0082 0.8% 3% False True 94
60 1.0607 0.9751 0.0856 8.8% 0.0077 0.8% 3% False True 64
80 1.0820 0.9751 0.1069 10.9% 0.0064 0.7% 2% False True 48
100 1.0820 0.9751 0.1069 10.9% 0.0054 0.6% 2% False True 38
120 1.1036 0.9751 0.1285 13.1% 0.0046 0.5% 2% False True 32
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0197
2.618 1.0059
1.618 0.9974
1.000 0.9921
0.618 0.9889
HIGH 0.9836
0.618 0.9804
0.500 0.9794
0.382 0.9783
LOW 0.9751
0.618 0.9698
1.000 0.9666
1.618 0.9613
2.618 0.9528
4.250 0.9390
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 0.9794 0.9830
PP 0.9787 0.9811
S1 0.9781 0.9793

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

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