CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 1.0465 1.0505 0.0040 0.4% 1.0476
High 1.0494 1.0505 0.0011 0.1% 1.0515
Low 1.0465 1.0465 0.0000 0.0% 1.0440
Close 1.0494 1.0505 0.0011 0.1% 1.0515
Range 0.0029 0.0040 0.0011 37.9% 0.0075
ATR 0.0044 0.0044 0.0000 -0.7% 0.0000
Volume 6 0 -6 -100.0% 71
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0612 1.0598 1.0527
R3 1.0572 1.0558 1.0516
R2 1.0532 1.0532 1.0512
R1 1.0518 1.0518 1.0509 1.0525
PP 1.0492 1.0492 1.0492 1.0495
S1 1.0478 1.0478 1.0501 1.0485
S2 1.0452 1.0452 1.0498
S3 1.0412 1.0438 1.0494
S4 1.0372 1.0398 1.0483
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% 0.0040 0.4% 87% False False 7
10 1.0533 1.0440 0.0093 0.9% 0.0028 0.3% 70% False False 9
20 1.0533 1.0160 0.0373 3.6% 0.0019 0.2% 92% False False 5
40 1.0599 1.0160 0.0439 4.2% 0.0011 0.1% 79% False False 2
60 1.0618 1.0160 0.0458 4.4% 0.0010 0.1% 75% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0675
2.618 1.0610
1.618 1.0570
1.000 1.0545
0.618 1.0530
HIGH 1.0505
0.618 1.0490
0.500 1.0485
0.382 1.0480
LOW 1.0465
0.618 1.0440
1.000 1.0425
1.618 1.0400
2.618 1.0360
4.250 1.0295
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 1.0498 1.0500
PP 1.0492 1.0495
S1 1.0485 1.0490

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

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