CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 1.0128 1.0086 -0.0042 -0.4% 1.0096
High 1.0159 1.0105 -0.0054 -0.5% 1.0362
Low 1.0069 1.0040 -0.0029 -0.3% 1.0041
Close 1.0101 1.0061 -0.0040 -0.4% 1.0261
Range 0.0090 0.0065 -0.0025 -27.8% 0.0321
ATR 0.0111 0.0108 -0.0003 -3.0% 0.0000
Volume 19,434 15,846 -3,588 -18.5% 178,757
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0264 1.0227 1.0097
R3 1.0199 1.0162 1.0079
R2 1.0134 1.0134 1.0073
R1 1.0097 1.0097 1.0067 1.0083
PP 1.0069 1.0069 1.0069 1.0062
S1 1.0032 1.0032 1.0055 1.0018
S2 1.0004 1.0004 1.0049
S3 0.9939 0.9967 1.0043
S4 0.9874 0.9902 1.0025
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 1.0040 0.0322 3.2% 0.0094 0.9% 7% False True 26,340
10 1.0362 0.9941 0.0421 4.2% 0.0116 1.2% 29% False False 32,021
20 1.0362 0.9766 0.0596 5.9% 0.0108 1.1% 49% False False 29,212
40 1.0362 0.9766 0.0596 5.9% 0.0102 1.0% 49% False False 22,448
60 1.0362 0.9750 0.0612 6.1% 0.0101 1.0% 51% False False 18,569
80 1.0362 0.9750 0.0612 6.1% 0.0095 0.9% 51% False False 13,957
100 1.0607 0.9750 0.0857 8.5% 0.0093 0.9% 36% False False 11,168
120 1.0607 0.9750 0.0857 8.5% 0.0088 0.9% 36% False False 9,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0381
2.618 1.0275
1.618 1.0210
1.000 1.0170
0.618 1.0145
HIGH 1.0105
0.618 1.0080
0.500 1.0073
0.382 1.0065
LOW 1.0040
0.618 1.0000
1.000 0.9975
1.618 0.9935
2.618 0.9870
4.250 0.9764
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 1.0073 1.0142
PP 1.0069 1.0115
S1 1.0065 1.0088

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

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