CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 1.0576 1.0435 -0.0141 -1.3% 1.0364
High 1.0576 1.0435 -0.0141 -1.3% 1.0544
Low 1.0576 1.0435 -0.0141 -1.3% 1.0364
Close 1.0576 1.0435 -0.0141 -1.3% 1.0544
Range
ATR 0.0037 0.0044 0.0007 20.1% 0.0000
Volume
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 1.0435 1.0435 1.0435
R3 1.0435 1.0435 1.0435
R2 1.0435 1.0435 1.0435
R1 1.0435 1.0435 1.0435 1.0435
PP 1.0435 1.0435 1.0435 1.0435
S1 1.0435 1.0435 1.0435 1.0435
S2 1.0435 1.0435 1.0435
S3 1.0435 1.0435 1.0435
S4 1.0435 1.0435 1.0435
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 1.0435 0.0164 1.6% 0.0000 0.0% 0% False True
10 1.0599 1.0338 0.0261 2.5% 0.0000 0.0% 37% False False
20 1.0618 1.0338 0.0280 2.7% 0.0007 0.1% 35% False False
40 1.0618 1.0266 0.0352 3.4% 0.0004 0.0% 48% 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 1.0435
2.618 1.0435
1.618 1.0435
1.000 1.0435
0.618 1.0435
HIGH 1.0435
0.618 1.0435
0.500 1.0435
0.382 1.0435
LOW 1.0435
0.618 1.0435
1.000 1.0435
1.618 1.0435
2.618 1.0435
4.250 1.0435
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 1.0435 1.0517
PP 1.0435 1.0490
S1 1.0435 1.0462

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

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