CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 1.0165 1.0134 -0.0031 -0.3% 1.0202
High 1.0165 1.0188 0.0023 0.2% 1.0263
Low 1.0092 1.0126 0.0034 0.3% 1.0049
Close 1.0129 1.0166 0.0037 0.4% 1.0119
Range 0.0073 0.0062 -0.0011 -15.1% 0.0214
ATR 0.0097 0.0095 -0.0003 -2.6% 0.0000
Volume 11,507 4,405 -7,102 -61.7% 104,759
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0346 1.0318 1.0200
R3 1.0284 1.0256 1.0183
R2 1.0222 1.0222 1.0177
R1 1.0194 1.0194 1.0172 1.0208
PP 1.0160 1.0160 1.0160 1.0167
S1 1.0132 1.0132 1.0160 1.0146
S2 1.0098 1.0098 1.0155
S3 1.0036 1.0070 1.0149
S4 0.9974 1.0008 1.0132
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0786 1.0666 1.0237
R3 1.0572 1.0452 1.0178
R2 1.0358 1.0358 1.0158
R1 1.0238 1.0238 1.0139 1.0191
PP 1.0144 1.0144 1.0144 1.0120
S1 1.0024 1.0024 1.0099 0.9977
S2 0.9930 0.9930 1.0080
S3 0.9716 0.9810 1.0060
S4 0.9502 0.9596 1.0001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0188 1.0064 0.0124 1.2% 0.0071 0.7% 82% True False 11,164
10 1.0263 1.0049 0.0214 2.1% 0.0088 0.9% 55% False False 16,692
20 1.0263 0.9750 0.0513 5.0% 0.0102 1.0% 81% False False 12,764
40 1.0263 0.9750 0.0513 5.0% 0.0085 0.8% 81% False False 6,461
60 1.0607 0.9750 0.0857 8.4% 0.0088 0.9% 49% False False 4,315
80 1.0607 0.9750 0.0857 8.4% 0.0084 0.8% 49% False False 3,237
100 1.0820 0.9750 0.1070 10.5% 0.0071 0.7% 39% False False 2,590
120 1.0820 0.9750 0.1070 10.5% 0.0062 0.6% 39% False False 2,158
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0452
2.618 1.0350
1.618 1.0288
1.000 1.0250
0.618 1.0226
HIGH 1.0188
0.618 1.0164
0.500 1.0157
0.382 1.0150
LOW 1.0126
0.618 1.0088
1.000 1.0064
1.618 1.0026
2.618 0.9964
4.250 0.9863
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 1.0163 1.0157
PP 1.0160 1.0149
S1 1.0157 1.0140

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

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