CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 1.0086 1.0063 -0.0023 -0.2% 1.0028
High 1.0125 1.0074 -0.0051 -0.5% 1.0125
Low 1.0014 0.9990 -0.0024 -0.2% 0.9968
Close 1.0053 1.0055 0.0002 0.0% 1.0053
Range 0.0111 0.0084 -0.0027 -24.3% 0.0157
ATR 0.0096 0.0095 -0.0001 -0.9% 0.0000
Volume 24,210 17,267 -6,943 -28.7% 101,440
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0292 1.0257 1.0101
R3 1.0208 1.0173 1.0078
R2 1.0124 1.0124 1.0070
R1 1.0089 1.0089 1.0063 1.0065
PP 1.0040 1.0040 1.0040 1.0027
S1 1.0005 1.0005 1.0047 0.9981
S2 0.9956 0.9956 1.0040
S3 0.9872 0.9921 1.0032
S4 0.9788 0.9837 1.0009
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0520 1.0443 1.0139
R3 1.0363 1.0286 1.0096
R2 1.0206 1.0206 1.0082
R1 1.0129 1.0129 1.0067 1.0168
PP 1.0049 1.0049 1.0049 1.0068
S1 0.9972 0.9972 1.0039 1.0011
S2 0.9892 0.9892 1.0024
S3 0.9735 0.9815 1.0010
S4 0.9578 0.9658 0.9967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0125 0.9990 0.0135 1.3% 0.0077 0.8% 48% False True 18,997
10 1.0157 0.9968 0.0189 1.9% 0.0076 0.8% 46% False False 20,085
20 1.0362 0.9968 0.0394 3.9% 0.0093 0.9% 22% False False 24,214
40 1.0362 0.9766 0.0596 5.9% 0.0097 1.0% 48% False False 24,401
60 1.0362 0.9766 0.0596 5.9% 0.0097 1.0% 48% False False 21,914
80 1.0362 0.9750 0.0612 6.1% 0.0095 0.9% 50% False False 16,957
100 1.0607 0.9750 0.0857 8.5% 0.0092 0.9% 36% False False 13,577
120 1.0607 0.9750 0.0857 8.5% 0.0092 0.9% 36% False False 11,316
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0431
2.618 1.0294
1.618 1.0210
1.000 1.0158
0.618 1.0126
HIGH 1.0074
0.618 1.0042
0.500 1.0032
0.382 1.0022
LOW 0.9990
0.618 0.9938
1.000 0.9906
1.618 0.9854
2.618 0.9770
4.250 0.9633
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 1.0047 1.0058
PP 1.0040 1.0057
S1 1.0032 1.0056

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

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