CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 0.9845 0.9875 0.0030 0.3% 1.0011
High 0.9889 0.9938 0.0049 0.5% 1.0030
Low 0.9831 0.9842 0.0011 0.1% 0.9855
Close 0.9878 0.9885 0.0007 0.1% 0.9856
Range 0.0058 0.0096 0.0038 65.5% 0.0175
ATR 0.0092 0.0092 0.0000 0.3% 0.0000
Volume 24,663 22,175 -2,488 -10.1% 100,074
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0176 1.0127 0.9938
R3 1.0080 1.0031 0.9911
R2 0.9984 0.9984 0.9903
R1 0.9935 0.9935 0.9894 0.9960
PP 0.9888 0.9888 0.9888 0.9901
S1 0.9839 0.9839 0.9876 0.9864
S2 0.9792 0.9792 0.9867
S3 0.9696 0.9743 0.9859
S4 0.9600 0.9647 0.9832
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0439 1.0322 0.9952
R3 1.0264 1.0147 0.9904
R2 1.0089 1.0089 0.9888
R1 0.9972 0.9972 0.9872 0.9943
PP 0.9914 0.9914 0.9914 0.9899
S1 0.9797 0.9797 0.9840 0.9768
S2 0.9739 0.9739 0.9824
S3 0.9564 0.9622 0.9808
S4 0.9389 0.9447 0.9760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9950 0.9823 0.0127 1.3% 0.0074 0.8% 49% False False 20,158
10 1.0064 0.9823 0.0241 2.4% 0.0083 0.8% 26% False False 21,967
20 1.0176 0.9823 0.0353 3.6% 0.0099 1.0% 18% False False 19,644
40 1.0263 0.9762 0.0501 5.1% 0.0100 1.0% 25% False False 16,577
60 1.0263 0.9750 0.0513 5.2% 0.0090 0.9% 26% False False 11,132
80 1.0607 0.9750 0.0857 8.7% 0.0090 0.9% 16% False False 8,355
100 1.0607 0.9750 0.0857 8.7% 0.0087 0.9% 16% False False 6,685
120 1.0820 0.9750 0.1070 10.8% 0.0076 0.8% 13% False False 5,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0346
2.618 1.0189
1.618 1.0093
1.000 1.0034
0.618 0.9997
HIGH 0.9938
0.618 0.9901
0.500 0.9890
0.382 0.9879
LOW 0.9842
0.618 0.9783
1.000 0.9746
1.618 0.9687
2.618 0.9591
4.250 0.9434
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 0.9890 0.9884
PP 0.9888 0.9882
S1 0.9887 0.9881

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

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