CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 1.0098 1.0014 -0.0084 -0.8% 1.0032
High 1.0149 1.0058 -0.0091 -0.9% 1.0107
Low 1.0003 0.9978 -0.0025 -0.2% 0.9897
Close 1.0028 1.0000 -0.0028 -0.3% 1.0070
Range 0.0146 0.0080 -0.0066 -45.2% 0.0210
ATR 0.0107 0.0105 -0.0002 -1.8% 0.0000
Volume 14,507 12,524 -1,983 -13.7% 103,036
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0252 1.0206 1.0044
R3 1.0172 1.0126 1.0022
R2 1.0092 1.0092 1.0015
R1 1.0046 1.0046 1.0007 1.0029
PP 1.0012 1.0012 1.0012 1.0004
S1 0.9966 0.9966 0.9993 0.9949
S2 0.9932 0.9932 0.9985
S3 0.9852 0.9886 0.9978
S4 0.9772 0.9806 0.9956
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% 0.0117 1.2% 41% False False 18,039
10 1.0176 0.9897 0.0279 2.8% 0.0116 1.2% 37% False False 16,430
20 1.0263 0.9897 0.0366 3.7% 0.0099 1.0% 28% False False 15,810
40 1.0263 0.9750 0.0513 5.1% 0.0096 1.0% 49% False False 10,715
60 1.0589 0.9750 0.0839 8.4% 0.0091 0.9% 30% False False 7,169
80 1.0607 0.9750 0.0857 8.6% 0.0090 0.9% 29% False False 5,380
100 1.0820 0.9750 0.1070 10.7% 0.0081 0.8% 23% False False 4,304
120 1.0820 0.9750 0.1070 10.7% 0.0071 0.7% 23% False False 3,587
Crabel Price Patterns
NR True
NR4 True
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 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0398
2.618 1.0267
1.618 1.0187
1.000 1.0138
0.618 1.0107
HIGH 1.0058
0.618 1.0027
0.500 1.0018
0.382 1.0009
LOW 0.9978
0.618 0.9929
1.000 0.9898
1.618 0.9849
2.618 0.9769
4.250 0.9638
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 1.0018 1.0060
PP 1.0012 1.0040
S1 1.0006 1.0020

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

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