CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 1.0101 1.0028 -0.0073 -0.7% 1.0099
High 1.0030 1.0057 0.0027 0.3% 1.0157
Low 1.0030 0.9968 -0.0062 -0.6% 1.0004
Close 1.0030 1.0020 -0.0010 -0.1% 1.0030
Range 0.0000 0.0089 0.0089 0.0153
ATR 0.0103 0.0102 -0.0001 -1.0% 0.0000
Volume 19,629 23,720 4,091 20.8% 103,933
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0282 1.0240 1.0069
R3 1.0193 1.0151 1.0044
R2 1.0104 1.0104 1.0036
R1 1.0062 1.0062 1.0028 1.0039
PP 1.0015 1.0015 1.0015 1.0003
S1 0.9973 0.9973 1.0012 0.9950
S2 0.9926 0.9926 1.0004
S3 0.9837 0.9884 0.9996
S4 0.9748 0.9795 0.9971
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 0.9968 0.0189 1.9% 0.0075 0.7% 28% False True 21,172
10 1.0244 0.9968 0.0276 2.8% 0.0084 0.8% 19% False True 21,055
20 1.0362 0.9769 0.0593 5.9% 0.0105 1.0% 42% False False 27,830
40 1.0362 0.9766 0.0596 5.9% 0.0103 1.0% 43% False False 24,449
60 1.0362 0.9762 0.0600 6.0% 0.0103 1.0% 43% False False 20,934
80 1.0362 0.9750 0.0612 6.1% 0.0094 0.9% 44% False False 15,780
100 1.0607 0.9750 0.0857 8.6% 0.0093 0.9% 32% False False 12,629
120 1.0607 0.9750 0.0857 8.6% 0.0090 0.9% 32% False False 10,525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0435
2.618 1.0290
1.618 1.0201
1.000 1.0146
0.618 1.0112
HIGH 1.0057
0.618 1.0023
0.500 1.0013
0.382 1.0002
LOW 0.9968
0.618 0.9913
1.000 0.9879
1.618 0.9824
2.618 0.9735
4.250 0.9590
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 1.0018 1.0049
PP 1.0015 1.0039
S1 1.0013 1.0030

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

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