CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 1.0615 1.0603 -0.0012 -0.1% 1.0564
High 1.0615 1.0603 -0.0012 -0.1% 1.0618
Low 1.0615 1.0603 -0.0012 -0.1% 1.0564
Close 1.0615 1.0603 -0.0012 -0.1% 1.0618
Range
ATR 0.0026 0.0025 -0.0001 -3.9% 0.0000
Volume
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0603 1.0603 1.0603
R3 1.0603 1.0603 1.0603
R2 1.0603 1.0603 1.0603
R1 1.0603 1.0603 1.0603 1.0603
PP 1.0603 1.0603 1.0603 1.0603
S1 1.0603 1.0603 1.0603 1.0603
S2 1.0603 1.0603 1.0603
S3 1.0603 1.0603 1.0603
S4 1.0603 1.0603 1.0603
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0762 1.0744 1.0648
R3 1.0708 1.0690 1.0633
R2 1.0654 1.0654 1.0628
R1 1.0636 1.0636 1.0623 1.0645
PP 1.0600 1.0600 1.0600 1.0605
S1 1.0582 1.0582 1.0613 1.0591
S2 1.0546 1.0546 1.0608
S3 1.0492 1.0528 1.0603
S4 1.0438 1.0474 1.0588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0618 1.0597 0.0021 0.2% 0.0000 0.0% 29% False False
10 1.0618 1.0509 0.0109 1.0% 0.0000 0.0% 86% False False
20 1.0618 1.0273 0.0345 3.3% 0.0001 0.0% 96% False False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0603
2.618 1.0603
1.618 1.0603
1.000 1.0603
0.618 1.0603
HIGH 1.0603
0.618 1.0603
0.500 1.0603
0.382 1.0603
LOW 1.0603
0.618 1.0603
1.000 1.0603
1.618 1.0603
2.618 1.0603
4.250 1.0603
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 1.0603 1.0611
PP 1.0603 1.0608
S1 1.0603 1.0606

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

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