CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 0.9875 0.9878 0.0003 0.0% 0.9857
High 0.9938 0.9884 -0.0054 -0.5% 0.9938
Low 0.9842 0.9766 -0.0076 -0.8% 0.9766
Close 0.9885 0.9774 -0.0111 -1.1% 0.9774
Range 0.0096 0.0118 0.0022 22.9% 0.0172
ATR 0.0092 0.0094 0.0002 2.0% 0.0000
Volume 22,175 37,853 15,678 70.7% 118,028
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0162 1.0086 0.9839
R3 1.0044 0.9968 0.9806
R2 0.9926 0.9926 0.9796
R1 0.9850 0.9850 0.9785 0.9829
PP 0.9808 0.9808 0.9808 0.9798
S1 0.9732 0.9732 0.9763 0.9711
S2 0.9690 0.9690 0.9752
S3 0.9572 0.9614 0.9742
S4 0.9454 0.9496 0.9709
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0342 1.0230 0.9869
R3 1.0170 1.0058 0.9821
R2 0.9998 0.9998 0.9806
R1 0.9886 0.9886 0.9790 0.9856
PP 0.9826 0.9826 0.9826 0.9811
S1 0.9714 0.9714 0.9758 0.9684
S2 0.9654 0.9654 0.9742
S3 0.9482 0.9542 0.9727
S4 0.9310 0.9370 0.9679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9938 0.9766 0.0172 1.8% 0.0079 0.8% 5% False True 23,605
10 1.0064 0.9766 0.0298 3.0% 0.0087 0.9% 3% False True 23,852
20 1.0159 0.9766 0.0393 4.0% 0.0102 1.0% 2% False True 21,067
40 1.0263 0.9762 0.0501 5.1% 0.0102 1.0% 2% False False 17,486
60 1.0263 0.9750 0.0513 5.2% 0.0091 0.9% 5% False False 11,763
80 1.0607 0.9750 0.0857 8.8% 0.0090 0.9% 3% False False 8,828
100 1.0607 0.9750 0.0857 8.8% 0.0088 0.9% 3% False False 7,064
120 1.0820 0.9750 0.1070 10.9% 0.0077 0.8% 2% False False 5,887
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 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0386
2.618 1.0193
1.618 1.0075
1.000 1.0002
0.618 0.9957
HIGH 0.9884
0.618 0.9839
0.500 0.9825
0.382 0.9811
LOW 0.9766
0.618 0.9693
1.000 0.9648
1.618 0.9575
2.618 0.9457
4.250 0.9265
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 0.9825 0.9852
PP 0.9808 0.9826
S1 0.9791 0.9800

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

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