CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 1.0161 1.0184 0.0023 0.2% 1.0063
High 1.0200 1.0184 -0.0016 -0.2% 1.0200
Low 1.0113 1.0123 0.0010 0.1% 0.9908
Close 1.0187 1.0129 -0.0058 -0.6% 1.0187
Range 0.0087 0.0061 -0.0026 -29.9% 0.0292
ATR 0.0106 0.0103 -0.0003 -2.8% 0.0000
Volume 8,884 317 -8,567 -96.4% 142,800
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0328 1.0290 1.0163
R3 1.0267 1.0229 1.0146
R2 1.0206 1.0206 1.0140
R1 1.0168 1.0168 1.0135 1.0157
PP 1.0145 1.0145 1.0145 1.0140
S1 1.0107 1.0107 1.0123 1.0096
S2 1.0084 1.0084 1.0118
S3 1.0023 1.0046 1.0112
S4 0.9962 0.9985 1.0095
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0974 1.0873 1.0348
R3 1.0682 1.0581 1.0267
R2 1.0390 1.0390 1.0241
R1 1.0289 1.0289 1.0214 1.0340
PP 1.0098 1.0098 1.0098 1.0124
S1 0.9997 0.9997 1.0160 1.0048
S2 0.9806 0.9806 1.0133
S3 0.9514 0.9705 1.0107
S4 0.9222 0.9413 1.0026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0200 0.9908 0.0292 2.9% 0.0122 1.2% 76% False False 25,170
10 1.0200 0.9908 0.0292 2.9% 0.0100 1.0% 76% False False 22,083
20 1.0244 0.9908 0.0336 3.3% 0.0092 0.9% 66% False False 21,569
40 1.0362 0.9766 0.0596 5.9% 0.0099 1.0% 61% False False 25,399
60 1.0362 0.9766 0.0596 5.9% 0.0098 1.0% 61% False False 22,176
80 1.0362 0.9750 0.0612 6.0% 0.0098 1.0% 62% False False 18,520
100 1.0589 0.9750 0.0839 8.3% 0.0095 0.9% 45% False False 14,835
120 1.0607 0.9750 0.0857 8.5% 0.0092 0.9% 44% False False 12,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0443
2.618 1.0344
1.618 1.0283
1.000 1.0245
0.618 1.0222
HIGH 1.0184
0.618 1.0161
0.500 1.0154
0.382 1.0146
LOW 1.0123
0.618 1.0085
1.000 1.0062
1.618 1.0024
2.618 0.9963
4.250 0.9864
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 1.0154 1.0104
PP 1.0145 1.0079
S1 1.0137 1.0054

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

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