CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 1.0361 1.0328 -0.0033 -0.3% 1.0288
High 1.0365 1.0328 -0.0037 -0.4% 1.0365
Low 1.0361 1.0328 -0.0033 -0.3% 1.0270
Close 1.0365 1.0328 -0.0037 -0.4% 1.0365
Range 0.0004 0.0000 -0.0004 -100.0% 0.0095
ATR 0.0056 0.0055 -0.0001 -2.4% 0.0000
Volume 3 0 -3 -100.0% 58
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0328 1.0328 1.0328
R3 1.0328 1.0328 1.0328
R2 1.0328 1.0328 1.0328
R1 1.0328 1.0328 1.0328 1.0328
PP 1.0328 1.0328 1.0328 1.0328
S1 1.0328 1.0328 1.0328 1.0328
S2 1.0328 1.0328 1.0328
S3 1.0328 1.0328 1.0328
S4 1.0328 1.0328 1.0328
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0618 1.0587 1.0417
R3 1.0523 1.0492 1.0391
R2 1.0428 1.0428 1.0382
R1 1.0397 1.0397 1.0374 1.0413
PP 1.0333 1.0333 1.0333 1.0341
S1 1.0302 1.0302 1.0356 1.0318
S2 1.0238 1.0238 1.0348
S3 1.0143 1.0207 1.0339
S4 1.0048 1.0112 1.0313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0365 1.0270 0.0095 0.9% 0.0020 0.2% 61% False False 10
10 1.0578 1.0270 0.0308 3.0% 0.0045 0.4% 19% False False 8
20 1.0578 1.0270 0.0308 3.0% 0.0034 0.3% 19% False False 9
40 1.0578 1.0160 0.0418 4.0% 0.0021 0.2% 40% False False 4
60 1.0615 1.0160 0.0455 4.4% 0.0017 0.2% 37% False False 3
80 1.0618 1.0160 0.0458 4.4% 0.0013 0.1% 37% False False 2
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 0.0003
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0328
2.618 1.0328
1.618 1.0328
1.000 1.0328
0.618 1.0328
HIGH 1.0328
0.618 1.0328
0.500 1.0328
0.382 1.0328
LOW 1.0328
0.618 1.0328
1.000 1.0328
1.618 1.0328
2.618 1.0328
4.250 1.0328
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 1.0328 1.0330
PP 1.0328 1.0329
S1 1.0328 1.0329

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

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