CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 1.0592 1.0599 0.0007 0.1% 1.0364
High 1.0592 1.0599 0.0007 0.1% 1.0544
Low 1.0592 1.0599 0.0007 0.1% 1.0364
Close 1.0592 1.0599 0.0007 0.1% 1.0544
Range
ATR 0.0040 0.0038 -0.0002 -5.9% 0.0000
Volume
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 1.0599 1.0599 1.0599
R3 1.0599 1.0599 1.0599
R2 1.0599 1.0599 1.0599
R1 1.0599 1.0599 1.0599 1.0599
PP 1.0599 1.0599 1.0599 1.0599
S1 1.0599 1.0599 1.0599 1.0599
S2 1.0599 1.0599 1.0599
S3 1.0599 1.0599 1.0599
S4 1.0599 1.0599 1.0599
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1024 1.0964 1.0643
R3 1.0844 1.0784 1.0594
R2 1.0664 1.0664 1.0577
R1 1.0604 1.0604 1.0561 1.0634
PP 1.0484 1.0484 1.0484 1.0499
S1 1.0424 1.0424 1.0528 1.0454
S2 1.0304 1.0304 1.0511
S3 1.0124 1.0244 1.0495
S4 0.9944 1.0064 1.0445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0599 1.0420 0.0179 1.7% 0.0000 0.0% 100% True False
10 1.0599 1.0338 0.0261 2.5% 0.0012 0.1% 100% True False
20 1.0618 1.0338 0.0280 2.6% 0.0007 0.1% 93% False False
40 1.0618 1.0177 0.0441 4.2% 0.0004 0.0% 96% 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 1.0599
2.618 1.0599
1.618 1.0599
1.000 1.0599
0.618 1.0599
HIGH 1.0599
0.618 1.0599
0.500 1.0599
0.382 1.0599
LOW 1.0599
0.618 1.0599
1.000 1.0599
1.618 1.0599
2.618 1.0599
4.250 1.0599
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 1.0599 1.0590
PP 1.0599 1.0581
S1 1.0599 1.0572

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

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