CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 1.0364 1.0381 0.0017 0.2% 1.0493
High 1.0364 1.0381 0.0017 0.2% 1.0537
Low 1.0364 1.0381 0.0017 0.2% 1.0338
Close 1.0364 1.0381 0.0017 0.2% 1.0338
Range
ATR 0.0037 0.0036 -0.0001 -3.9% 0.0000
Volume
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0381 1.0381 1.0381
R3 1.0381 1.0381 1.0381
R2 1.0381 1.0381 1.0381
R1 1.0381 1.0381 1.0381 1.0381
PP 1.0381 1.0381 1.0381 1.0381
S1 1.0381 1.0381 1.0381 1.0381
S2 1.0381 1.0381 1.0381
S3 1.0381 1.0381 1.0381
S4 1.0381 1.0381 1.0381
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 1.0530 1.0338 0.0192 1.8% 0.0024 0.2% 22% False False
10 1.0537 1.0338 0.0199 1.9% 0.0014 0.1% 22% False False
20 1.0618 1.0338 0.0280 2.7% 0.0007 0.1% 15% False False
40 1.0618 1.0177 0.0441 4.2% 0.0004 0.0% 46% 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 1.0381
2.618 1.0381
1.618 1.0381
1.000 1.0381
0.618 1.0381
HIGH 1.0381
0.618 1.0381
0.500 1.0381
0.382 1.0381
LOW 1.0381
0.618 1.0381
1.000 1.0381
1.618 1.0381
2.618 1.0381
4.250 1.0381
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 1.0381 1.0374
PP 1.0381 1.0367
S1 1.0381 1.0360

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

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