CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 1.0467 1.0359 -0.0108 -1.0% 1.0592
High 1.0467 1.0359 -0.0108 -1.0% 1.0599
Low 1.0410 1.0359 -0.0051 -0.5% 1.0401
Close 1.0410 1.0359 -0.0051 -0.5% 1.0401
Range 0.0057 0.0000 -0.0057 -100.0% 0.0198
ATR 0.0045 0.0046 0.0000 0.9% 0.0000
Volume 1 0 -1 -100.0% 1
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 1.0359 1.0359 1.0359
R3 1.0359 1.0359 1.0359
R2 1.0359 1.0359 1.0359
R1 1.0359 1.0359 1.0359 1.0359
PP 1.0359 1.0359 1.0359 1.0359
S1 1.0359 1.0359 1.0359 1.0359
S2 1.0359 1.0359 1.0359
S3 1.0359 1.0359 1.0359
S4 1.0359 1.0359 1.0359
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 1.0576 1.0359 0.0217 2.1% 0.0016 0.2% 0% False True
10 1.0599 1.0359 0.0240 2.3% 0.0008 0.1% 0% False True
20 1.0599 1.0338 0.0261 2.5% 0.0011 0.1% 8% False False
40 1.0618 1.0273 0.0345 3.3% 0.0006 0.1% 25% False False
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0359
2.618 1.0359
1.618 1.0359
1.000 1.0359
0.618 1.0359
HIGH 1.0359
0.618 1.0359
0.500 1.0359
0.382 1.0359
LOW 1.0359
0.618 1.0359
1.000 1.0359
1.618 1.0359
2.618 1.0359
4.250 1.0359
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 1.0359 1.0413
PP 1.0359 1.0395
S1 1.0359 1.0377

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

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