CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 1.0517 1.0417 -0.0100 -1.0% 1.0511
High 1.0517 1.0417 -0.0100 -1.0% 1.0564
Low 1.0417 1.0417 0.0000 0.0% 1.0501
Close 1.0417 1.0417 0.0000 0.0% 1.0564
Range 0.0100 0.0000 -0.0100 -100.0% 0.0063
ATR 0.0048 0.0045 -0.0003 -7.1% 0.0000
Volume 17 0 -17 -100.0% 50
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0417 1.0417 1.0417
R3 1.0417 1.0417 1.0417
R2 1.0417 1.0417 1.0417
R1 1.0417 1.0417 1.0417 1.0417
PP 1.0417 1.0417 1.0417 1.0417
S1 1.0417 1.0417 1.0417 1.0417
S2 1.0417 1.0417 1.0417
S3 1.0417 1.0417 1.0417
S4 1.0417 1.0417 1.0417
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0732 1.0711 1.0599
R3 1.0669 1.0648 1.0581
R2 1.0606 1.0606 1.0576
R1 1.0585 1.0585 1.0570 1.0596
PP 1.0543 1.0543 1.0543 1.0548
S1 1.0522 1.0522 1.0558 1.0533
S2 1.0480 1.0480 1.0552
S3 1.0417 1.0459 1.0547
S4 1.0354 1.0396 1.0529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0600 1.0417 0.0183 1.8% 0.0045 0.4% 0% False True 9
10 1.0600 1.0417 0.0183 1.8% 0.0031 0.3% 0% False True 10
20 1.0600 1.0311 0.0289 2.8% 0.0032 0.3% 37% False False 11
40 1.0600 1.0102 0.0498 4.8% 0.0023 0.2% 63% False False 5
60 1.0600 0.9868 0.0732 7.0% 0.0016 0.2% 75% False False 4
80 1.0600 0.9868 0.0732 7.0% 0.0014 0.1% 75% False False 3
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0417
2.618 1.0417
1.618 1.0417
1.000 1.0417
0.618 1.0417
HIGH 1.0417
0.618 1.0417
0.500 1.0417
0.382 1.0417
LOW 1.0417
0.618 1.0417
1.000 1.0417
1.618 1.0417
2.618 1.0417
4.250 1.0417
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 1.0417 1.0488
PP 1.0417 1.0464
S1 1.0417 1.0441

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

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