CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 0.9925 0.9884 -0.0041 -0.4% 0.9920
High 0.9925 1.0214 0.0289 2.9% 0.9961
Low 0.9925 0.9884 -0.0041 -0.4% 0.9825
Close 0.9925 1.0214 0.0289 2.9% 0.9825
Range 0.0000 0.0330 0.0330 0.0136
ATR 0.0049 0.0069 0.0020 40.5% 0.0000
Volume 0 18 18 2
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1094 1.0984 1.0396
R3 1.0764 1.0654 1.0305
R2 1.0434 1.0434 1.0275
R1 1.0324 1.0324 1.0244 1.0379
PP 1.0104 1.0104 1.0104 1.0132
S1 0.9994 0.9994 1.0184 1.0049
S2 0.9774 0.9774 1.0154
S3 0.9444 0.9664 1.0123
S4 0.9114 0.9334 1.0033
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0278 1.0188 0.9900
R3 1.0142 1.0052 0.9862
R2 1.0006 1.0006 0.9850
R1 0.9916 0.9916 0.9837 0.9893
PP 0.9870 0.9870 0.9870 0.9859
S1 0.9780 0.9780 0.9813 0.9757
S2 0.9734 0.9734 0.9800
S3 0.9598 0.9644 0.9788
S4 0.9462 0.9508 0.9750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0214 0.9825 0.0389 3.8% 0.0071 0.7% 100% True False 4
10 1.0214 0.9825 0.0389 3.8% 0.0049 0.5% 100% True False 4
20 1.0214 0.9825 0.0389 3.8% 0.0049 0.5% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.1617
2.618 1.1078
1.618 1.0748
1.000 1.0544
0.618 1.0418
HIGH 1.0214
0.618 1.0088
0.500 1.0049
0.382 1.0010
LOW 0.9884
0.618 0.9680
1.000 0.9554
1.618 0.9350
2.618 0.9020
4.250 0.8482
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 1.0159 1.0153
PP 1.0104 1.0091
S1 1.0049 1.0030

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

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