CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 0.9870 1.0113 0.0243 2.5% 0.9765
High 1.0172 1.0132 -0.0040 -0.4% 1.0172
Low 0.9801 1.0013 0.0212 2.2% 0.9750
Close 1.0165 1.0083 -0.0082 -0.8% 1.0083
Range 0.0371 0.0119 -0.0252 -67.9% 0.0422
ATR 0.0097 0.0101 0.0004 4.1% 0.0000
Volume 4,627 2,581 -2,046 -44.2% 14,462
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0433 1.0377 1.0148
R3 1.0314 1.0258 1.0116
R2 1.0195 1.0195 1.0105
R1 1.0139 1.0139 1.0094 1.0108
PP 1.0076 1.0076 1.0076 1.0060
S1 1.0020 1.0020 1.0072 0.9989
S2 0.9957 0.9957 1.0061
S3 0.9838 0.9901 1.0050
S4 0.9719 0.9782 1.0018
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1268 1.1097 1.0315
R3 1.0846 1.0675 1.0199
R2 1.0424 1.0424 1.0160
R1 1.0253 1.0253 1.0122 1.0339
PP 1.0002 1.0002 1.0002 1.0044
S1 0.9831 0.9831 1.0044 0.9917
S2 0.9580 0.9580 1.0006
S3 0.9158 0.9409 0.9967
S4 0.8736 0.8987 0.9851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0172 0.9750 0.0422 4.2% 0.0141 1.4% 79% False False 2,892
10 1.0172 0.9750 0.0422 4.2% 0.0102 1.0% 79% False False 1,555
20 1.0172 0.9750 0.0422 4.2% 0.0089 0.9% 79% False False 874
40 1.0607 0.9750 0.0857 8.5% 0.0085 0.8% 39% False False 453
60 1.0607 0.9750 0.0857 8.5% 0.0086 0.8% 39% False False 305
80 1.0820 0.9750 0.1070 10.6% 0.0071 0.7% 31% False False 229
100 1.0820 0.9750 0.1070 10.6% 0.0061 0.6% 31% False False 183
120 1.1036 0.9750 0.1286 12.8% 0.0052 0.5% 26% False False 152
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0638
2.618 1.0444
1.618 1.0325
1.000 1.0251
0.618 1.0206
HIGH 1.0132
0.618 1.0087
0.500 1.0073
0.382 1.0058
LOW 1.0013
0.618 0.9939
1.000 0.9894
1.618 0.9820
2.618 0.9701
4.250 0.9507
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 1.0080 1.0044
PP 1.0076 1.0006
S1 1.0073 0.9967

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

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