CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 1.0338 1.0364 0.0026 0.3% 1.0493
High 1.0338 1.0364 0.0026 0.3% 1.0537
Low 1.0338 1.0364 0.0026 0.3% 1.0338
Close 1.0338 1.0364 0.0026 0.3% 1.0338
Range
ATR 0.0038 0.0037 -0.0001 -2.3% 0.0000
Volume
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0364 1.0364 1.0364
R3 1.0364 1.0364 1.0364
R2 1.0364 1.0364 1.0364
R1 1.0364 1.0364 1.0364 1.0364
PP 1.0364 1.0364 1.0364 1.0364
S1 1.0364 1.0364 1.0364 1.0364
S2 1.0364 1.0364 1.0364
S3 1.0364 1.0364 1.0364
S4 1.0364 1.0364 1.0364
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% 13% False False
10 1.0603 1.0338 0.0265 2.6% 0.0014 0.1% 10% False False
20 1.0618 1.0338 0.0280 2.7% 0.0007 0.1% 9% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0364
2.618 1.0364
1.618 1.0364
1.000 1.0364
0.618 1.0364
HIGH 1.0364
0.618 1.0364
0.500 1.0364
0.382 1.0364
LOW 1.0364
0.618 1.0364
1.000 1.0364
1.618 1.0364
2.618 1.0364
4.250 1.0364
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 1.0364 1.0363
PP 1.0364 1.0363
S1 1.0364 1.0362

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

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