CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 1.0196 1.0252 0.0056 0.5% 1.0160
High 1.0196 1.0339 0.0143 1.4% 1.0339
Low 1.0196 1.0252 0.0056 0.5% 1.0160
Close 1.0196 1.0339 0.0143 1.4% 1.0339
Range 0.0000 0.0087 0.0087 0.0179
ATR 0.0033 0.0041 0.0008 23.4% 0.0000
Volume 0 1 1 1
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0571 1.0542 1.0387
R3 1.0484 1.0455 1.0363
R2 1.0397 1.0397 1.0355
R1 1.0368 1.0368 1.0347 1.0383
PP 1.0310 1.0310 1.0310 1.0317
S1 1.0281 1.0281 1.0331 1.0296
S2 1.0223 1.0223 1.0323
S3 1.0136 1.0194 1.0315
S4 1.0049 1.0107 1.0291
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0816 1.0757 1.0437
R3 1.0637 1.0578 1.0388
R2 1.0458 1.0458 1.0372
R1 1.0399 1.0399 1.0355 1.0429
PP 1.0279 1.0279 1.0279 1.0294
S1 1.0220 1.0220 1.0323 1.0250
S2 1.0100 1.0100 1.0306
S3 0.9921 1.0041 1.0290
S4 0.9742 0.9862 1.0241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0339 1.0160 0.0179 1.7% 0.0017 0.2% 100% True False
10 1.0339 1.0160 0.0179 1.7% 0.0009 0.1% 100% True False
20 1.0467 1.0160 0.0307 3.0% 0.0008 0.1% 58% False False
40 1.0618 1.0160 0.0458 4.4% 0.0008 0.1% 39% False False
60 1.0618 1.0160 0.0458 4.4% 0.0005 0.1% 39% 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 31 trading days
Fibonacci Retracements and Extensions
4.250 1.0709
2.618 1.0567
1.618 1.0480
1.000 1.0426
0.618 1.0393
HIGH 1.0339
0.618 1.0306
0.500 1.0296
0.382 1.0285
LOW 1.0252
0.618 1.0198
1.000 1.0165
1.618 1.0111
2.618 1.0024
4.250 0.9882
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 1.0325 1.0315
PP 1.0310 1.0291
S1 1.0296 1.0268

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

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