CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 1.0313 1.0244 -0.0069 -0.7% 1.0467
High 1.0313 1.0244 -0.0069 -0.7% 1.0467
Low 1.0313 1.0244 -0.0069 -0.7% 1.0359
Close 1.0313 1.0244 -0.0069 -0.7% 1.0364
Range
ATR 0.0041 0.0043 0.0002 5.0% 0.0000
Volume
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 1.0244 1.0244 1.0244
R3 1.0244 1.0244 1.0244
R2 1.0244 1.0244 1.0244
R1 1.0244 1.0244 1.0244 1.0244
PP 1.0244 1.0244 1.0244 1.0244
S1 1.0244 1.0244 1.0244 1.0244
S2 1.0244 1.0244 1.0244
S3 1.0244 1.0244 1.0244
S4 1.0244 1.0244 1.0244
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 1.0721 1.0650 1.0423
R3 1.0613 1.0542 1.0394
R2 1.0505 1.0505 1.0384
R1 1.0434 1.0434 1.0374 1.0416
PP 1.0397 1.0397 1.0397 1.0387
S1 1.0326 1.0326 1.0354 1.0308
S2 1.0289 1.0289 1.0344
S3 1.0181 1.0218 1.0334
S4 1.0073 1.0110 1.0305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0411 1.0244 0.0167 1.6% 0.0000 0.0% 0% False True
10 1.0467 1.0244 0.0223 2.2% 0.0008 0.1% 0% False True
20 1.0599 1.0244 0.0355 3.5% 0.0005 0.0% 0% False True
40 1.0618 1.0244 0.0374 3.7% 0.0005 0.1% 0% False True
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 1.0244
2.618 1.0244
1.618 1.0244
1.000 1.0244
0.618 1.0244
HIGH 1.0244
0.618 1.0244
0.500 1.0244
0.382 1.0244
LOW 1.0244
0.618 1.0244
1.000 1.0244
1.618 1.0244
2.618 1.0244
4.250 1.0244
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 1.0244 1.0288
PP 1.0244 1.0273
S1 1.0244 1.0259

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

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