CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 1.0186 1.0164 -0.0022 -0.2% 1.0298
High 1.0211 1.0177 -0.0034 -0.3% 1.0303
Low 1.0186 1.0143 -0.0043 -0.4% 1.0110
Close 1.0211 1.0177 -0.0034 -0.3% 1.0166
Range 0.0025 0.0034 0.0009 36.0% 0.0193
ATR 0.0067 0.0067 0.0000 0.1% 0.0000
Volume 2 63 61 3,050.0% 45
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0268 1.0256 1.0196
R3 1.0234 1.0222 1.0186
R2 1.0200 1.0200 1.0183
R1 1.0188 1.0188 1.0180 1.0194
PP 1.0166 1.0166 1.0166 1.0169
S1 1.0154 1.0154 1.0174 1.0160
S2 1.0132 1.0132 1.0171
S3 1.0098 1.0120 1.0168
S4 1.0064 1.0086 1.0158
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0772 1.0662 1.0272
R3 1.0579 1.0469 1.0219
R2 1.0386 1.0386 1.0201
R1 1.0276 1.0276 1.0184 1.0235
PP 1.0193 1.0193 1.0193 1.0172
S1 1.0083 1.0083 1.0148 1.0042
S2 1.0000 1.0000 1.0131
S3 0.9807 0.9890 1.0113
S4 0.9614 0.9697 1.0060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0211 1.0110 0.0101 1.0% 0.0028 0.3% 66% False False 15
10 1.0303 1.0110 0.0193 1.9% 0.0029 0.3% 35% False False 16
20 1.0303 0.9825 0.0478 4.7% 0.0032 0.3% 74% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0322
2.618 1.0266
1.618 1.0232
1.000 1.0211
0.618 1.0198
HIGH 1.0177
0.618 1.0164
0.500 1.0160
0.382 1.0156
LOW 1.0143
0.618 1.0122
1.000 1.0109
1.618 1.0088
2.618 1.0054
4.250 0.9999
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 1.0171 1.0177
PP 1.0166 1.0177
S1 1.0160 1.0177

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

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