CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 1.0211 1.0178 -0.0033 -0.3% 1.0331
High 1.0211 1.0178 -0.0033 -0.3% 1.0331
Low 1.0211 1.0178 -0.0033 -0.3% 1.0199
Close 1.0211 1.0178 -0.0033 -0.3% 1.0199
Range
ATR 0.0038 0.0038 0.0000 -0.9% 0.0000
Volume
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 1.0178 1.0178 1.0178
R3 1.0178 1.0178 1.0178
R2 1.0178 1.0178 1.0178
R1 1.0178 1.0178 1.0178 1.0178
PP 1.0178 1.0178 1.0178 1.0178
S1 1.0178 1.0178 1.0178 1.0178
S2 1.0178 1.0178 1.0178
S3 1.0178 1.0178 1.0178
S4 1.0178 1.0178 1.0178
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.0639 1.0551 1.0272
R3 1.0507 1.0419 1.0235
R2 1.0375 1.0375 1.0223
R1 1.0287 1.0287 1.0211 1.0265
PP 1.0243 1.0243 1.0243 1.0232
S1 1.0155 1.0155 1.0187 1.0133
S2 1.0111 1.0111 1.0175
S3 0.9979 1.0023 1.0163
S4 0.9847 0.9891 1.0126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0244 1.0178 0.0066 0.6% 0.0000 0.0% 0% False True
10 1.0411 1.0178 0.0233 2.3% 0.0000 0.0% 0% False True
20 1.0599 1.0178 0.0421 4.1% 0.0004 0.0% 0% False True
40 1.0618 1.0178 0.0440 4.3% 0.0005 0.1% 0% False True
60 1.0618 1.0177 0.0441 4.3% 0.0004 0.0% 0% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0178
2.618 1.0178
1.618 1.0178
1.000 1.0178
0.618 1.0178
HIGH 1.0178
0.618 1.0178
0.500 1.0178
0.382 1.0178
LOW 1.0178
0.618 1.0178
1.000 1.0178
1.618 1.0178
2.618 1.0178
4.250 1.0178
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 1.0178 1.0195
PP 1.0178 1.0189
S1 1.0178 1.0184

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

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