CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 1.0803 1.0800 -0.0003 0.0% 1.0983
High 1.0803 1.0800 -0.0003 0.0% 1.0983
Low 1.0803 1.0800 -0.0003 0.0% 1.0800
Close 1.0803 1.0800 -0.0003 0.0% 1.0800
Range
ATR 0.0046 0.0043 -0.0003 -6.7% 0.0000
Volume
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.0800 1.0800 1.0800
R3 1.0800 1.0800 1.0800
R2 1.0800 1.0800 1.0800
R1 1.0800 1.0800 1.0800 1.0800
PP 1.0800 1.0800 1.0800 1.0800
S1 1.0800 1.0800 1.0800 1.0800
S2 1.0800 1.0800 1.0800
S3 1.0800 1.0800 1.0800
S4 1.0800 1.0800 1.0800
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1410 1.1288 1.0901
R3 1.1227 1.1105 1.0850
R2 1.1044 1.1044 1.0834
R1 1.0922 1.0922 1.0817 1.0892
PP 1.0861 1.0861 1.0861 1.0846
S1 1.0739 1.0739 1.0783 1.0709
S2 1.0678 1.0678 1.0766
S3 1.0495 1.0556 1.0750
S4 1.0312 1.0373 1.0699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0983 1.0800 0.0183 1.7% 0.0000 0.0% 0% False True
10 1.1036 1.0800 0.0236 2.2% 0.0000 0.0% 0% False True
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 1.0800
2.618 1.0800
1.618 1.0800
1.000 1.0800
0.618 1.0800
HIGH 1.0800
0.618 1.0800
0.500 1.0800
0.382 1.0800
LOW 1.0800
0.618 1.0800
1.000 1.0800
1.618 1.0800
2.618 1.0800
4.250 1.0800
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 1.0800 1.0817
PP 1.0800 1.0811
S1 1.0800 1.0806

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

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