CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 1.0185 1.0259 0.0074 0.7% 1.0105
High 1.0185 1.0259 0.0074 0.7% 1.0265
Low 1.0185 1.0259 0.0074 0.7% 1.0105
Close 1.0185 1.0259 0.0074 0.7% 1.0265
Range
ATR 0.0067 0.0068 0.0000 0.7% 0.0000
Volume 1 0 -1 -100.0% 59
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0259 1.0259 1.0259
R3 1.0259 1.0259 1.0259
R2 1.0259 1.0259 1.0259
R1 1.0259 1.0259 1.0259 1.0259
PP 1.0259 1.0259 1.0259 1.0259
S1 1.0259 1.0259 1.0259 1.0259
S2 1.0259 1.0259 1.0259
S3 1.0259 1.0259 1.0259
S4 1.0259 1.0259 1.0259
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0692 1.0638 1.0353
R3 1.0532 1.0478 1.0309
R2 1.0372 1.0372 1.0294
R1 1.0318 1.0318 1.0280 1.0345
PP 1.0212 1.0212 1.0212 1.0225
S1 1.0158 1.0158 1.0250 1.0185
S2 1.0052 1.0052 1.0236
S3 0.9892 0.9998 1.0221
S4 0.9732 0.9838 1.0177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0303 1.0185 0.0118 1.2% 0.0030 0.3% 63% False False 17
10 1.0303 0.9884 0.0419 4.1% 0.0048 0.5% 89% False False 11
20 1.0303 0.9825 0.0478 4.7% 0.0035 0.3% 91% False False 7
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0259
2.618 1.0259
1.618 1.0259
1.000 1.0259
0.618 1.0259
HIGH 1.0259
0.618 1.0259
0.500 1.0259
0.382 1.0259
LOW 1.0259
0.618 1.0259
1.000 1.0259
1.618 1.0259
2.618 1.0259
4.250 1.0259
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 1.0259 1.0254
PP 1.0259 1.0249
S1 1.0259 1.0244

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

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