CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 1.0440 1.0466 0.0026 0.2% 1.0476
High 1.0479 1.0515 0.0036 0.3% 1.0515
Low 1.0440 1.0466 0.0026 0.2% 1.0440
Close 1.0479 1.0515 0.0036 0.3% 1.0515
Range 0.0039 0.0049 0.0010 25.6% 0.0075
ATR 0.0044 0.0044 0.0000 0.9% 0.0000
Volume 14 5 -9 -64.3% 71
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0646 1.0629 1.0542
R3 1.0597 1.0580 1.0528
R2 1.0548 1.0548 1.0524
R1 1.0531 1.0531 1.0519 1.0540
PP 1.0499 1.0499 1.0499 1.0503
S1 1.0482 1.0482 1.0511 1.0491
S2 1.0450 1.0450 1.0506
S3 1.0401 1.0433 1.0502
S4 1.0352 1.0384 1.0488
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0715 1.0690 1.0556
R3 1.0640 1.0615 1.0536
R2 1.0565 1.0565 1.0529
R1 1.0540 1.0540 1.0522 1.0553
PP 1.0490 1.0490 1.0490 1.0496
S1 1.0465 1.0465 1.0508 1.0478
S2 1.0415 1.0415 1.0501
S3 1.0340 1.0390 1.0494
S4 1.0265 1.0315 1.0474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0515 1.0440 0.0075 0.7% 0.0029 0.3% 100% True False 14
10 1.0533 1.0417 0.0116 1.1% 0.0021 0.2% 84% False False 9
20 1.0533 1.0160 0.0373 3.5% 0.0015 0.1% 95% False False 5
40 1.0599 1.0160 0.0439 4.2% 0.0009 0.1% 81% False False 2
60 1.0618 1.0160 0.0458 4.4% 0.0009 0.1% 78% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0723
2.618 1.0643
1.618 1.0594
1.000 1.0564
0.618 1.0545
HIGH 1.0515
0.618 1.0496
0.500 1.0491
0.382 1.0485
LOW 1.0466
0.618 1.0436
1.000 1.0417
1.618 1.0387
2.618 1.0338
4.250 1.0258
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 1.0507 1.0503
PP 1.0499 1.0490
S1 1.0491 1.0478

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

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