CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	1.0389	1.0388	-0.0001	0.0%	1.0266
High	1.0389	1.0388	-0.0001	0.0%	1.0498
Low	1.0389	1.0388	-0.0001	0.0%	1.0266
Close	1.0389	1.0388	-0.0001	0.0%	1.0449
Range
ATR	0.0038	0.0036	-0.0003	-7.0%	0.0000
Volume

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0388	1.0388	1.0388
R3	1.0388	1.0388	1.0388
R2	1.0388	1.0388	1.0388
R1	1.0388	1.0388	1.0388	1.0388
PP	1.0388	1.0388	1.0388	1.0388
S1	1.0388	1.0388	1.0388	1.0388
S2	1.0388	1.0388	1.0388
S3	1.0388	1.0388	1.0388
S4	1.0388	1.0388	1.0388

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1100	1.1007	1.0577
R3	1.0868	1.0775	1.0513
R2	1.0636	1.0636	1.0492
R1	1.0543	1.0543	1.0470	1.0590
PP	1.0404	1.0404	1.0404	1.0428
S1	1.0311	1.0311	1.0428	1.0358
S2	1.0172	1.0172	1.0406
S3	0.9940	1.0079	1.0385
S4	0.9708	0.9847	1.0321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0455	1.0388	0.0067	0.6%	0.0000	0.0%	0%	False	True
10	1.0498	1.0266	0.0232	2.2%	0.0002	0.0%	53%	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	1.0388
2.618	1.0388
1.618	1.0388
1.000	1.0388
0.618	1.0388
HIGH	1.0388
0.618	1.0388
0.500	1.0388
0.382	1.0388
LOW	1.0388
0.618	1.0388
1.000	1.0388
1.618	1.0388
2.618	1.0388
4.250	1.0388

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	1.0388	1.0404
PP	1.0388	1.0399
S1	1.0388	1.0393

Download as Excel Spreadsheet

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

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