CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 1.0119 1.0101 -0.0018 -0.2% 1.0099
High 1.0130 1.0030 -0.0100 -1.0% 1.0157
Low 1.0053 1.0030 -0.0023 -0.2% 1.0004
Close 1.0120 1.0030 -0.0090 -0.9% 1.0030
Range 0.0077 0.0000 -0.0077 -100.0% 0.0153
ATR 0.0104 0.0103 -0.0001 -1.0% 0.0000
Volume 17,311 19,629 2,318 13.4% 103,933
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0030 1.0030 1.0030
R3 1.0030 1.0030 1.0030
R2 1.0030 1.0030 1.0030
R1 1.0030 1.0030 1.0030 1.0030
PP 1.0030 1.0030 1.0030 1.0030
S1 1.0030 1.0030 1.0030 1.0030
S2 1.0030 1.0030 1.0030
S3 1.0030 1.0030 1.0030
S4 1.0030 1.0030 1.0030
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0523 1.0429 1.0114
R3 1.0370 1.0276 1.0072
R2 1.0217 1.0217 1.0058
R1 1.0123 1.0123 1.0044 1.0094
PP 1.0064 1.0064 1.0064 1.0049
S1 0.9970 0.9970 1.0016 0.9941
S2 0.9911 0.9911 1.0002
S3 0.9758 0.9817 0.9988
S4 0.9605 0.9664 0.9946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0157 1.0004 0.0153 1.5% 0.0078 0.8% 17% False False 20,786
10 1.0305 1.0004 0.0301 3.0% 0.0083 0.8% 9% False False 21,258
20 1.0362 0.9766 0.0596 5.9% 0.0106 1.1% 44% False False 28,537
40 1.0362 0.9766 0.0596 5.9% 0.0103 1.0% 44% False False 24,090
60 1.0362 0.9762 0.0600 6.0% 0.0102 1.0% 45% False False 20,564
80 1.0362 0.9750 0.0612 6.1% 0.0094 0.9% 46% False False 15,483
100 1.0607 0.9750 0.0857 8.5% 0.0093 0.9% 33% False False 12,392
120 1.0607 0.9750 0.0857 8.5% 0.0090 0.9% 33% False False 10,327
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 0.0008
Narrowest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 1.0030
2.618 1.0030
1.618 1.0030
1.000 1.0030
0.618 1.0030
HIGH 1.0030
0.618 1.0030
0.500 1.0030
0.382 1.0030
LOW 1.0030
0.618 1.0030
1.000 1.0030
1.618 1.0030
2.618 1.0030
4.250 1.0030
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 1.0030 1.0094
PP 1.0030 1.0072
S1 1.0030 1.0051

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

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