CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 1.0105 1.0171 0.0066 0.7% 0.9842
High 1.0105 1.0171 0.0066 0.7% 1.0214
Low 1.0105 1.0171 0.0066 0.7% 0.9842
Close 1.0105 1.0171 0.0066 0.7% 1.0130
Range
ATR 0.0067 0.0067 0.0000 -0.1% 0.0000
Volume
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0171 1.0171 1.0171
R3 1.0171 1.0171 1.0171
R2 1.0171 1.0171 1.0171
R1 1.0171 1.0171 1.0171 1.0171
PP 1.0171 1.0171 1.0171 1.0171
S1 1.0171 1.0171 1.0171 1.0171
S2 1.0171 1.0171 1.0171
S3 1.0171 1.0171 1.0171
S4 1.0171 1.0171 1.0171
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1178 1.1026 1.0335
R3 1.0806 1.0654 1.0232
R2 1.0434 1.0434 1.0198
R1 1.0282 1.0282 1.0164 1.0358
PP 1.0062 1.0062 1.0062 1.0100
S1 0.9910 0.9910 1.0096 0.9986
S2 0.9690 0.9690 1.0062
S3 0.9318 0.9538 1.0028
S4 0.8946 0.9166 0.9925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0214 0.9884 0.0330 3.2% 0.0066 0.6% 87% False False 3
10 1.0214 0.9825 0.0389 3.8% 0.0036 0.4% 89% False False 2
20 1.0214 0.9825 0.0389 3.8% 0.0039 0.4% 89% False False 2
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 1.0171
2.618 1.0171
1.618 1.0171
1.000 1.0171
0.618 1.0171
HIGH 1.0171
0.618 1.0171
0.500 1.0171
0.382 1.0171
LOW 1.0171
0.618 1.0171
1.000 1.0171
1.618 1.0171
2.618 1.0171
4.250 1.0171
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 1.0171 1.0160
PP 1.0171 1.0149
S1 1.0171 1.0138

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

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