CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 1.0486 1.0476 -0.0010 -0.1% 1.0417
High 1.0520 1.0476 -0.0044 -0.4% 1.0533
Low 1.0486 1.0476 -0.0010 -0.1% 1.0417
Close 1.0486 1.0476 -0.0010 -0.1% 1.0486
Range 0.0034 0.0000 -0.0034 -100.0% 0.0116
ATR 0.0045 0.0042 -0.0002 -5.5% 0.0000
Volume
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0476 1.0476 1.0476
R3 1.0476 1.0476 1.0476
R2 1.0476 1.0476 1.0476
R1 1.0476 1.0476 1.0476 1.0476
PP 1.0476 1.0476 1.0476 1.0476
S1 1.0476 1.0476 1.0476 1.0476
S2 1.0476 1.0476 1.0476
S3 1.0476 1.0476 1.0476
S4 1.0476 1.0476 1.0476
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 1.0465 0.0068 0.6% 0.0014 0.1% 16% False False 4
10 1.0533 1.0160 0.0373 3.6% 0.0016 0.2% 85% False False 2
20 1.0533 1.0160 0.0373 3.6% 0.0008 0.1% 85% False False 1
40 1.0599 1.0160 0.0439 4.2% 0.0009 0.1% 72% False False
60 1.0618 1.0160 0.0458 4.4% 0.0006 0.1% 69% False False
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0476
2.618 1.0476
1.618 1.0476
1.000 1.0476
0.618 1.0476
HIGH 1.0476
0.618 1.0476
0.500 1.0476
0.382 1.0476
LOW 1.0476
0.618 1.0476
1.000 1.0476
1.618 1.0476
2.618 1.0476
4.250 1.0476
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 1.0476 1.0498
PP 1.0476 1.0491
S1 1.0476 1.0483

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

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