CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 22-Apr-2016

Day Change Summary
	Previous	Current
	21-Apr-2016	22-Apr-2016	Change	Change %	Previous Week
Open	1.0373	1.0338	-0.0035	-0.3%	1.0493
High	1.0386	1.0338	-0.0048	-0.5%	1.0537
Low	1.0373	1.0338	-0.0035	-0.3%	1.0338
Close	1.0386	1.0338	-0.0048	-0.5%	1.0338
Range	0.0013	0.0000	-0.0013	-100.0%	0.0199
ATR	0.0038	0.0038	0.0001	2.0%	0.0000
Volume	1	0	-1	-100.0%	4

Daily Pivots for day following 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0338	1.0338	1.0338
R3	1.0338	1.0338	1.0338
R2	1.0338	1.0338	1.0338
R1	1.0338	1.0338	1.0338	1.0338
PP	1.0338	1.0338	1.0338	1.0338
S1	1.0338	1.0338	1.0338	1.0338
S2	1.0338	1.0338	1.0338
S3	1.0338	1.0338	1.0338
S4	1.0338	1.0338	1.0338

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1001	1.0869	1.0447
R3	1.0802	1.0670	1.0393
R2	1.0603	1.0603	1.0374
R1	1.0471	1.0471	1.0356	1.0438
PP	1.0404	1.0404	1.0404	1.0388
S1	1.0272	1.0272	1.0320	1.0239
S2	1.0205	1.0205	1.0302
S3	1.0006	1.0073	1.0283
S4	0.9807	0.9874	1.0229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0537	1.0338	0.0199	1.9%	0.0025	0.2%	0%	False	True
10	1.0615	1.0338	0.0277	2.7%	0.0014	0.1%	0%	False	True
20	1.0618	1.0338	0.0280	2.7%	0.0007	0.1%	0%	False	True

Crabel Price Patterns
NR	True
NR4	True
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	0.0000
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0338
2.618	1.0338
1.618	1.0338
1.000	1.0338
0.618	1.0338
HIGH	1.0338
0.618	1.0338
0.500	1.0338
0.382	1.0338
LOW	1.0338
0.618	1.0338
1.000	1.0338
1.618	1.0338
2.618	1.0338
4.250	1.0338

Fisher Pivots for day following 22-Apr-2016
Pivot	1 day	3 day
R1	1.0338	1.0434
PP	1.0338	1.0402
S1	1.0338	1.0370

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols