CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 1.0435 1.0422 -0.0013 -0.1% 1.0592
High 1.0435 1.0422 -0.0013 -0.1% 1.0599
Low 1.0435 1.0401 -0.0034 -0.3% 1.0401
Close 1.0435 1.0401 -0.0034 -0.3% 1.0401
Range 0.0000 0.0021 0.0021 0.0198
ATR 0.0044 0.0044 -0.0001 -1.7% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.0471 1.0457 1.0413
R3 1.0450 1.0436 1.0407
R2 1.0429 1.0429 1.0405
R1 1.0415 1.0415 1.0403 1.0412
PP 1.0408 1.0408 1.0408 1.0406
S1 1.0394 1.0394 1.0399 1.0391
S2 1.0387 1.0387 1.0397
S3 1.0366 1.0373 1.0395
S4 1.0345 1.0352 1.0389
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.1061 1.0929 1.0510
R3 1.0863 1.0731 1.0455
R2 1.0665 1.0665 1.0437
R1 1.0533 1.0533 1.0419 1.0500
PP 1.0467 1.0467 1.0467 1.0451
S1 1.0335 1.0335 1.0383 1.0302
S2 1.0269 1.0269 1.0365
S3 1.0071 1.0137 1.0347
S4 0.9873 0.9939 1.0292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0599 1.0401 0.0198 1.9% 0.0004 0.0% 0% False True
10 1.0599 1.0364 0.0235 2.3% 0.0002 0.0% 16% False False
20 1.0615 1.0338 0.0277 2.7% 0.0008 0.1% 23% False False
40 1.0618 1.0266 0.0352 3.4% 0.0004 0.0% 38% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0511
2.618 1.0477
1.618 1.0456
1.000 1.0443
0.618 1.0435
HIGH 1.0422
0.618 1.0414
0.500 1.0412
0.382 1.0409
LOW 1.0401
0.618 1.0388
1.000 1.0380
1.618 1.0367
2.618 1.0346
4.250 1.0312
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 1.0412 1.0489
PP 1.0408 1.0459
S1 1.0405 1.0430

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

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