CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 1.0491 1.0471 -0.0020 -0.2% 1.0417
High 1.0501 1.0515 0.0014 0.1% 1.0533
Low 1.0490 1.0471 -0.0019 -0.2% 1.0417
Close 1.0490 1.0514 0.0024 0.2% 1.0486
Range 0.0011 0.0044 0.0033 300.0% 0.0116
ATR 0.0041 0.0041 0.0000 0.5% 0.0000
Volume 41 11 -30 -73.2% 28
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0632 1.0617 1.0538
R3 1.0588 1.0573 1.0526
R2 1.0544 1.0544 1.0522
R1 1.0529 1.0529 1.0518 1.0537
PP 1.0500 1.0500 1.0500 1.0504
S1 1.0485 1.0485 1.0510 1.0493
S2 1.0456 1.0456 1.0506
S3 1.0412 1.0441 1.0502
S4 1.0368 1.0397 1.0490
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 1.0520 1.0471 0.0049 0.5% 0.0024 0.2% 88% False True 14
10 1.0533 1.0196 0.0337 3.2% 0.0021 0.2% 94% False False 8
20 1.0533 1.0160 0.0373 3.5% 0.0011 0.1% 95% False False 4
40 1.0599 1.0160 0.0439 4.2% 0.0010 0.1% 81% False False 2
60 1.0618 1.0160 0.0458 4.4% 0.0007 0.1% 77% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0702
2.618 1.0630
1.618 1.0586
1.000 1.0559
0.618 1.0542
HIGH 1.0515
0.618 1.0498
0.500 1.0493
0.382 1.0488
LOW 1.0471
0.618 1.0444
1.000 1.0427
1.618 1.0400
2.618 1.0356
4.250 1.0284
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 1.0507 1.0507
PP 1.0500 1.0500
S1 1.0493 1.0493

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

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