CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 1.0262 1.0234 -0.0028 -0.3% 0.9842
High 1.0262 1.0234 -0.0028 -0.3% 1.0214
Low 1.0262 1.0198 -0.0064 -0.6% 0.9842
Close 1.0262 1.0198 -0.0064 -0.6% 1.0130
Range 0.0000 0.0036 0.0036 0.0372
ATR 0.0069 0.0069 0.0000 -0.5% 0.0000
Volume 8 37 29 362.5% 18
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0318 1.0294 1.0218
R3 1.0282 1.0258 1.0208
R2 1.0246 1.0246 1.0205
R1 1.0222 1.0222 1.0201 1.0216
PP 1.0210 1.0210 1.0210 1.0207
S1 1.0186 1.0186 1.0195 1.0180
S2 1.0174 1.0174 1.0191
S3 1.0138 1.0150 1.0188
S4 1.0102 1.0114 1.0178
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 1.0262 1.0105 0.0157 1.5% 0.0007 0.1% 59% False False 9
10 1.0262 0.9825 0.0437 4.3% 0.0039 0.4% 85% False False 6
20 1.0262 0.9825 0.0437 4.3% 0.0040 0.4% 85% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0387
2.618 1.0328
1.618 1.0292
1.000 1.0270
0.618 1.0256
HIGH 1.0234
0.618 1.0220
0.500 1.0216
0.382 1.0212
LOW 1.0198
0.618 1.0176
1.000 1.0162
1.618 1.0140
2.618 1.0104
4.250 1.0045
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 1.0216 1.0217
PP 1.0210 1.0210
S1 1.0204 1.0204

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

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