CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 1.0089 1.0098 0.0009 0.1% 1.0032
High 1.0091 1.0149 0.0058 0.6% 1.0107
Low 0.9970 1.0003 0.0033 0.3% 0.9897
Close 1.0070 1.0028 -0.0042 -0.4% 1.0070
Range 0.0121 0.0146 0.0025 20.7% 0.0210
ATR 0.0104 0.0107 0.0003 2.9% 0.0000
Volume 21,451 14,507 -6,944 -32.4% 103,036
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0498 1.0409 1.0108
R3 1.0352 1.0263 1.0068
R2 1.0206 1.0206 1.0055
R1 1.0117 1.0117 1.0041 1.0089
PP 1.0060 1.0060 1.0060 1.0046
S1 0.9971 0.9971 1.0015 0.9943
S2 0.9914 0.9914 1.0001
S3 0.9768 0.9825 0.9988
S4 0.9622 0.9679 0.9948
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0655 1.0572 1.0186
R3 1.0445 1.0362 1.0128
R2 1.0235 1.0235 1.0109
R1 1.0152 1.0152 1.0089 1.0194
PP 1.0025 1.0025 1.0025 1.0045
S1 0.9942 0.9942 1.0051 0.9984
S2 0.9815 0.9815 1.0032
S3 0.9605 0.9732 1.0012
S4 0.9395 0.9522 0.9955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0149 0.9897 0.0252 2.5% 0.0124 1.2% 52% True False 19,056
10 1.0183 0.9897 0.0286 2.9% 0.0113 1.1% 46% False False 15,892
20 1.0263 0.9897 0.0366 3.6% 0.0100 1.0% 36% False False 16,292
40 1.0263 0.9750 0.0513 5.1% 0.0097 1.0% 54% False False 10,405
60 1.0607 0.9750 0.0857 8.5% 0.0091 0.9% 32% False False 6,961
80 1.0607 0.9750 0.0857 8.5% 0.0091 0.9% 32% False False 5,224
100 1.0820 0.9750 0.1070 10.7% 0.0080 0.8% 26% False False 4,179
120 1.0820 0.9750 0.1070 10.7% 0.0071 0.7% 26% False False 3,483
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0770
2.618 1.0531
1.618 1.0385
1.000 1.0295
0.618 1.0239
HIGH 1.0149
0.618 1.0093
0.500 1.0076
0.382 1.0059
LOW 1.0003
0.618 0.9913
1.000 0.9857
1.618 0.9767
2.618 0.9621
4.250 0.9383
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 1.0076 1.0046
PP 1.0060 1.0040
S1 1.0044 1.0034

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

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