CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 1.0241 1.0128 -0.0113 -1.1% 1.0096
High 1.0244 1.0159 -0.0085 -0.8% 1.0362
Low 1.0116 1.0069 -0.0047 -0.5% 1.0041
Close 1.0128 1.0101 -0.0027 -0.3% 1.0261
Range 0.0128 0.0090 -0.0038 -29.7% 0.0321
ATR 0.0113 0.0111 -0.0002 -1.4% 0.0000
Volume 29,181 19,434 -9,747 -33.4% 178,757
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0380 1.0330 1.0151
R3 1.0290 1.0240 1.0126
R2 1.0200 1.0200 1.0118
R1 1.0150 1.0150 1.0109 1.0130
PP 1.0110 1.0110 1.0110 1.0100
S1 1.0060 1.0060 1.0093 1.0040
S2 1.0020 1.0020 1.0085
S3 0.9930 0.9970 1.0076
S4 0.9840 0.9880 1.0052
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1184 1.1044 1.0438
R3 1.0863 1.0723 1.0349
R2 1.0542 1.0542 1.0320
R1 1.0402 1.0402 1.0290 1.0472
PP 1.0221 1.0221 1.0221 1.0257
S1 1.0081 1.0081 1.0232 1.0151
S2 0.9900 0.9900 1.0202
S3 0.9579 0.9760 1.0173
S4 0.9258 0.9439 1.0084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0362 1.0069 0.0293 2.9% 0.0104 1.0% 11% False True 30,292
10 1.0362 0.9823 0.0539 5.3% 0.0130 1.3% 52% False False 34,679
20 1.0362 0.9766 0.0596 5.9% 0.0108 1.1% 56% False False 29,511
40 1.0362 0.9766 0.0596 5.9% 0.0102 1.0% 56% False False 22,447
60 1.0362 0.9750 0.0612 6.1% 0.0101 1.0% 57% False False 18,307
80 1.0492 0.9750 0.0742 7.3% 0.0096 0.9% 47% False False 13,759
100 1.0607 0.9750 0.0857 8.5% 0.0094 0.9% 41% False False 11,010
120 1.0607 0.9750 0.0857 8.5% 0.0088 0.9% 41% False False 9,176
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0542
2.618 1.0395
1.618 1.0305
1.000 1.0249
0.618 1.0215
HIGH 1.0159
0.618 1.0125
0.500 1.0114
0.382 1.0103
LOW 1.0069
0.618 1.0013
1.000 0.9979
1.618 0.9923
2.618 0.9833
4.250 0.9687
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 1.0114 1.0187
PP 1.0110 1.0158
S1 1.0105 1.0130

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

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