CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 1.0493 1.0535 0.0042 0.4% 1.0615
High 1.0493 1.0537 0.0044 0.4% 1.0615
Low 1.0493 1.0535 0.0042 0.4% 1.0458
Close 1.0493 1.0537 0.0044 0.4% 1.0458
Range 0.0000 0.0002 0.0002 0.0157
ATR 0.0030 0.0031 0.0001 3.4% 0.0000
Volume 0 1 1 4
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0542 1.0542 1.0538
R3 1.0540 1.0540 1.0538
R2 1.0538 1.0538 1.0537
R1 1.0538 1.0538 1.0537 1.0538
PP 1.0536 1.0536 1.0536 1.0537
S1 1.0536 1.0536 1.0537 1.0536
S2 1.0534 1.0534 1.0537
S3 1.0532 1.0534 1.0536
S4 1.0530 1.0532 1.0536
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0981 1.0877 1.0544
R3 1.0824 1.0720 1.0501
R2 1.0667 1.0667 1.0487
R1 1.0563 1.0563 1.0472 1.0537
PP 1.0510 1.0510 1.0510 1.0497
S1 1.0406 1.0406 1.0444 1.0380
S2 1.0353 1.0353 1.0429
S3 1.0196 1.0249 1.0415
S4 1.0039 1.0092 1.0372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0537 1.0458 0.0079 0.7% 0.0003 0.0% 100% True False 1
10 1.0618 1.0458 0.0160 1.5% 0.0002 0.0% 49% False False
20 1.0618 1.0388 0.0230 2.2% 0.0001 0.0% 65% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0546
2.618 1.0542
1.618 1.0540
1.000 1.0539
0.618 1.0538
HIGH 1.0537
0.618 1.0536
0.500 1.0536
0.382 1.0536
LOW 1.0535
0.618 1.0534
1.000 1.0533
1.618 1.0532
2.618 1.0530
4.250 1.0527
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 1.0537 1.0524
PP 1.0536 1.0511
S1 1.0536 1.0498

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

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