CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 1.0482 1.0469 -0.0013 -0.1% 1.0564
High 1.0482 1.0469 -0.0013 -0.1% 1.0618
Low 1.0468 1.0469 0.0001 0.0% 1.0564
Close 1.0471 1.0469 -0.0002 0.0% 1.0618
Range 0.0014 0.0000 -0.0014 -100.0% 0.0054
ATR 0.0033 0.0031 -0.0002 -6.7% 0.0000
Volume 4 0 -4 -100.0% 0
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0469 1.0469 1.0469
R3 1.0469 1.0469 1.0469
R2 1.0469 1.0469 1.0469
R1 1.0469 1.0469 1.0469 1.0469
PP 1.0469 1.0469 1.0469 1.0469
S1 1.0469 1.0469 1.0469 1.0469
S2 1.0469 1.0469 1.0469
S3 1.0469 1.0469 1.0469
S4 1.0469 1.0469 1.0469
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 1.0468 0.0150 1.4% 0.0003 0.0% 1% False False
10 1.0618 1.0468 0.0150 1.4% 0.0001 0.0% 1% False False
20 1.0618 1.0388 0.0230 2.2% 0.0002 0.0% 35% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0469
2.618 1.0469
1.618 1.0469
1.000 1.0469
0.618 1.0469
HIGH 1.0469
0.618 1.0469
0.500 1.0469
0.382 1.0469
LOW 1.0469
0.618 1.0469
1.000 1.0469
1.618 1.0469
2.618 1.0469
4.250 1.0469
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 1.0469 1.0536
PP 1.0469 1.0513
S1 1.0469 1.0491

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

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