CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 1.0063 1.0047 -0.0016 -0.2% 1.0028
High 1.0074 1.0102 0.0028 0.3% 1.0125
Low 0.9990 1.0033 0.0043 0.4% 0.9968
Close 1.0055 1.0038 -0.0017 -0.2% 1.0053
Range 0.0084 0.0069 -0.0015 -17.9% 0.0157
ATR 0.0095 0.0093 -0.0002 -2.0% 0.0000
Volume 17,267 21,416 4,149 24.0% 101,440
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0265 1.0220 1.0076
R3 1.0196 1.0151 1.0057
R2 1.0127 1.0127 1.0051
R1 1.0082 1.0082 1.0044 1.0070
PP 1.0058 1.0058 1.0058 1.0052
S1 1.0013 1.0013 1.0032 1.0001
S2 0.9989 0.9989 1.0025
S3 0.9920 0.9944 1.0019
S4 0.9851 0.9875 1.0000
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% 0.0081 0.8% 36% False False 19,948
10 1.0157 0.9968 0.0189 1.9% 0.0072 0.7% 37% False False 20,097
20 1.0362 0.9968 0.0394 3.9% 0.0089 0.9% 18% False False 23,710
40 1.0362 0.9766 0.0596 5.9% 0.0095 0.9% 46% False False 24,400
60 1.0362 0.9766 0.0596 5.9% 0.0096 1.0% 46% False False 21,884
80 1.0362 0.9750 0.0612 6.1% 0.0095 0.9% 47% False False 17,224
100 1.0607 0.9750 0.0857 8.5% 0.0092 0.9% 34% False False 13,792
120 1.0607 0.9750 0.0857 8.5% 0.0092 0.9% 34% False False 11,495
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0395
2.618 1.0283
1.618 1.0214
1.000 1.0171
0.618 1.0145
HIGH 1.0102
0.618 1.0076
0.500 1.0068
0.382 1.0059
LOW 1.0033
0.618 0.9990
1.000 0.9964
1.618 0.9921
2.618 0.9852
4.250 0.9740
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 1.0068 1.0058
PP 1.0058 1.0051
S1 1.0048 1.0045

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

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