CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 1.0202 1.0194 -0.0008 -0.1% 1.0077
High 1.0263 1.0249 -0.0014 -0.1% 1.0241
Low 1.0171 1.0119 -0.0052 -0.5% 1.0018
Close 1.0196 1.0140 -0.0056 -0.5% 1.0221
Range 0.0092 0.0130 0.0038 41.3% 0.0223
ATR 0.0098 0.0100 0.0002 2.3% 0.0000
Volume 20,480 18,582 -1,898 -9.3% 95,927
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0559 1.0480 1.0212
R3 1.0429 1.0350 1.0176
R2 1.0299 1.0299 1.0164
R1 1.0220 1.0220 1.0152 1.0195
PP 1.0169 1.0169 1.0169 1.0157
S1 1.0090 1.0090 1.0128 1.0065
S2 1.0039 1.0039 1.0116
S3 0.9909 0.9960 1.0104
S4 0.9779 0.9830 1.0069
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0829 1.0748 1.0344
R3 1.0606 1.0525 1.0282
R2 1.0383 1.0383 1.0262
R1 1.0302 1.0302 1.0241 1.0343
PP 1.0160 1.0160 1.0160 1.0180
S1 1.0079 1.0079 1.0201 1.0120
S2 0.9937 0.9937 1.0180
S3 0.9714 0.9856 1.0160
S4 0.9491 0.9633 1.0098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0263 1.0105 0.0158 1.6% 0.0106 1.0% 22% False False 22,025
10 1.0263 0.9762 0.0501 4.9% 0.0129 1.3% 75% False False 14,635
20 1.0263 0.9750 0.0513 5.1% 0.0097 1.0% 76% False False 7,553
40 1.0589 0.9750 0.0839 8.3% 0.0089 0.9% 46% False False 3,825
60 1.0607 0.9750 0.0857 8.5% 0.0087 0.9% 46% False False 2,554
80 1.0820 0.9750 0.1070 10.6% 0.0079 0.8% 36% False False 1,916
100 1.0820 0.9750 0.1070 10.6% 0.0068 0.7% 36% False False 1,533
120 1.0930 0.9750 0.1180 11.6% 0.0058 0.6% 33% False False 1,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0802
2.618 1.0589
1.618 1.0459
1.000 1.0379
0.618 1.0329
HIGH 1.0249
0.618 1.0199
0.500 1.0184
0.382 1.0169
LOW 1.0119
0.618 1.0039
1.000 0.9989
1.618 0.9909
2.618 0.9779
4.250 0.9567
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 1.0184 1.0191
PP 1.0169 1.0174
S1 1.0155 1.0157

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

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