CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 1.0181 1.0193 0.0012 0.1% 0.9913
High 1.0181 1.0193 0.0012 0.1% 1.0193
Low 1.0181 1.0193 0.0012 0.1% 0.9907
Close 1.0181 1.0193 0.0012 0.1% 1.0193
Range
ATR 0.0058 0.0055 -0.0003 -5.7% 0.0000
Volume
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0193 1.0193 1.0193
R3 1.0193 1.0193 1.0193
R2 1.0193 1.0193 1.0193
R1 1.0193 1.0193 1.0193 1.0193
PP 1.0193 1.0193 1.0193 1.0193
S1 1.0193 1.0193 1.0193 1.0193
S2 1.0193 1.0193 1.0193
S3 1.0193 1.0193 1.0193
S4 1.0193 1.0193 1.0193
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0956 1.0860 1.0350
R3 1.0670 1.0574 1.0272
R2 1.0384 1.0384 1.0245
R1 1.0288 1.0288 1.0219 1.0336
PP 1.0098 1.0098 1.0098 1.0122
S1 1.0002 1.0002 1.0167 1.0050
S2 0.9812 0.9812 1.0141
S3 0.9526 0.9716 1.0114
S4 0.9240 0.9430 1.0036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0193 0.9907 0.0286 2.8% 0.0002 0.0% 100% True False
10 1.0193 0.9868 0.0325 3.2% 0.0002 0.0% 100% True False
20 1.0193 0.9868 0.0325 3.2% 0.0003 0.0% 100% True False
40 1.0321 0.9868 0.0453 4.4% 0.0005 0.0% 72% False False
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0193
2.618 1.0193
1.618 1.0193
1.000 1.0193
0.618 1.0193
HIGH 1.0193
0.618 1.0193
0.500 1.0193
0.382 1.0193
LOW 1.0193
0.618 1.0193
1.000 1.0193
1.618 1.0193
2.618 1.0193
4.250 1.0193
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 1.0193 1.0171
PP 1.0193 1.0148
S1 1.0193 1.0126

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

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