CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 1.0206 1.0199 -0.0007 -0.1% 1.0331
High 1.0206 1.0199 -0.0007 -0.1% 1.0331
Low 1.0206 1.0199 -0.0007 -0.1% 1.0199
Close 1.0206 1.0199 -0.0007 -0.1% 1.0199
Range
ATR 0.0042 0.0040 -0.0003 -6.0% 0.0000
Volume
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.0199 1.0199 1.0199
R3 1.0199 1.0199 1.0199
R2 1.0199 1.0199 1.0199
R1 1.0199 1.0199 1.0199 1.0199
PP 1.0199 1.0199 1.0199 1.0199
S1 1.0199 1.0199 1.0199 1.0199
S2 1.0199 1.0199 1.0199
S3 1.0199 1.0199 1.0199
S4 1.0199 1.0199 1.0199
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.0639 1.0551 1.0272
R3 1.0507 1.0419 1.0235
R2 1.0375 1.0375 1.0223
R1 1.0287 1.0287 1.0211 1.0265
PP 1.0243 1.0243 1.0243 1.0232
S1 1.0155 1.0155 1.0187 1.0133
S2 1.0111 1.0111 1.0175
S3 0.9979 1.0023 1.0163
S4 0.9847 0.9891 1.0126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0331 1.0199 0.0132 1.3% 0.0000 0.0% 0% False True
10 1.0467 1.0199 0.0268 2.6% 0.0006 0.1% 0% False True
20 1.0599 1.0199 0.0400 3.9% 0.0004 0.0% 0% False True
40 1.0618 1.0199 0.0419 4.1% 0.0005 0.1% 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 1.0199
2.618 1.0199
1.618 1.0199
1.000 1.0199
0.618 1.0199
HIGH 1.0199
0.618 1.0199
0.500 1.0199
0.382 1.0199
LOW 1.0199
0.618 1.0199
1.000 1.0199
1.618 1.0199
2.618 1.0199
4.250 1.0199
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 1.0199 1.0222
PP 1.0199 1.0214
S1 1.0199 1.0207

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

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