CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 1.0520 1.0486 -0.0034 -0.3% 1.0417
High 1.0520 1.0520 0.0000 0.0% 1.0533
Low 1.0490 1.0486 -0.0004 0.0% 1.0417
Close 1.0490 1.0486 -0.0004 0.0% 1.0486
Range 0.0030 0.0034 0.0004 13.3% 0.0116
ATR 0.0046 0.0045 -0.0001 -1.8% 0.0000
Volume 18 0 -18 -100.0% 28
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0599 1.0577 1.0505
R3 1.0565 1.0543 1.0495
R2 1.0531 1.0531 1.0492
R1 1.0509 1.0509 1.0489 1.0503
PP 1.0497 1.0497 1.0497 1.0495
S1 1.0475 1.0475 1.0483 1.0469
S2 1.0463 1.0463 1.0480
S3 1.0429 1.0441 1.0477
S4 1.0395 1.0407 1.0467
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0827 1.0772 1.0550
R3 1.0711 1.0656 1.0518
R2 1.0595 1.0595 1.0507
R1 1.0540 1.0540 1.0497 1.0568
PP 1.0479 1.0479 1.0479 1.0492
S1 1.0424 1.0424 1.0475 1.0452
S2 1.0363 1.0363 1.0465
S3 1.0247 1.0308 1.0454
S4 1.0131 1.0192 1.0422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0533 1.0417 0.0116 1.1% 0.0014 0.1% 59% False False 5
10 1.0533 1.0160 0.0373 3.6% 0.0016 0.2% 87% False False 2
20 1.0533 1.0160 0.0373 3.6% 0.0008 0.1% 87% False False 1
40 1.0599 1.0160 0.0439 4.2% 0.0009 0.1% 74% False False
60 1.0618 1.0160 0.0458 4.4% 0.0007 0.1% 71% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0665
2.618 1.0609
1.618 1.0575
1.000 1.0554
0.618 1.0541
HIGH 1.0520
0.618 1.0507
0.500 1.0503
0.382 1.0499
LOW 1.0486
0.618 1.0465
1.000 1.0452
1.618 1.0431
2.618 1.0397
4.250 1.0342
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 1.0503 1.0510
PP 1.0497 1.0502
S1 1.0492 1.0494

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

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