CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 1.0216 1.0161 -0.0055 -0.5% 1.0146
High 1.0216 1.0173 -0.0043 -0.4% 1.0214
Low 1.0194 1.0161 -0.0033 -0.3% 1.0143
Close 1.0208 1.0173 -0.0035 -0.3% 1.0214
Range 0.0022 0.0012 -0.0010 -45.5% 0.0071
ATR 0.0062 0.0061 -0.0001 -1.7% 0.0000
Volume 2 7 5 250.0% 73
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0205 1.0201 1.0180
R3 1.0193 1.0189 1.0176
R2 1.0181 1.0181 1.0175
R1 1.0177 1.0177 1.0174 1.0179
PP 1.0169 1.0169 1.0169 1.0170
S1 1.0165 1.0165 1.0172 1.0167
S2 1.0157 1.0157 1.0171
S3 1.0145 1.0153 1.0170
S4 1.0133 1.0141 1.0166
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0403 1.0380 1.0253
R3 1.0332 1.0309 1.0234
R2 1.0261 1.0261 1.0227
R1 1.0238 1.0238 1.0221 1.0250
PP 1.0190 1.0190 1.0190 1.0196
S1 1.0167 1.0167 1.0207 1.0179
S2 1.0119 1.0119 1.0201
S3 1.0048 1.0096 1.0194
S4 0.9977 1.0025 1.0175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0216 1.0143 0.0073 0.7% 0.0022 0.2% 41% False False 15
10 1.0259 1.0110 0.0149 1.5% 0.0019 0.2% 42% False False 9
20 1.0303 0.9846 0.0457 4.5% 0.0034 0.3% 72% False False 10
40 1.0303 0.9825 0.0478 4.7% 0.0035 0.3% 73% False False 5
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0224
2.618 1.0204
1.618 1.0192
1.000 1.0185
0.618 1.0180
HIGH 1.0173
0.618 1.0168
0.500 1.0167
0.382 1.0166
LOW 1.0161
0.618 1.0154
1.000 1.0149
1.618 1.0142
2.618 1.0130
4.250 1.0110
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 1.0171 1.0189
PP 1.0169 1.0183
S1 1.0167 1.0178

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

View Archives - Comment on this page... - Back to Index of Symbols