CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 1.0471 1.0440 -0.0031 -0.3% 1.0417
High 1.0515 1.0479 -0.0036 -0.3% 1.0533
Low 1.0471 1.0440 -0.0031 -0.3% 1.0417
Close 1.0514 1.0479 -0.0035 -0.3% 1.0486
Range 0.0044 0.0039 -0.0005 -11.4% 0.0116
ATR 0.0041 0.0044 0.0002 5.7% 0.0000
Volume 11 14 3 27.3% 28
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0583 1.0570 1.0500
R3 1.0544 1.0531 1.0490
R2 1.0505 1.0505 1.0486
R1 1.0492 1.0492 1.0483 1.0499
PP 1.0466 1.0466 1.0466 1.0469
S1 1.0453 1.0453 1.0475 1.0460
S2 1.0427 1.0427 1.0472
S3 1.0388 1.0414 1.0468
S4 1.0349 1.0375 1.0458
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 1.0440 0.0080 0.8% 0.0026 0.2% 49% False True 13
10 1.0533 1.0252 0.0281 2.7% 0.0025 0.2% 81% False False 9
20 1.0533 1.0160 0.0373 3.6% 0.0013 0.1% 86% False False 4
40 1.0599 1.0160 0.0439 4.2% 0.0009 0.1% 73% False False 2
60 1.0618 1.0160 0.0458 4.4% 0.0008 0.1% 70% False False 1
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0645
2.618 1.0581
1.618 1.0542
1.000 1.0518
0.618 1.0503
HIGH 1.0479
0.618 1.0464
0.500 1.0460
0.382 1.0455
LOW 1.0440
0.618 1.0416
1.000 1.0401
1.618 1.0377
2.618 1.0338
4.250 1.0274
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 1.0473 1.0479
PP 1.0466 1.0478
S1 1.0460 1.0478

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

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