CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 1.0319 1.0361 0.0042 0.4% 1.0288
High 1.0319 1.0365 0.0046 0.4% 1.0365
Low 1.0295 1.0361 0.0066 0.6% 1.0270
Close 1.0319 1.0365 0.0046 0.4% 1.0365
Range 0.0024 0.0004 -0.0020 -83.3% 0.0095
ATR 0.0057 0.0056 -0.0001 -1.4% 0.0000
Volume 7 3 -4 -57.1% 58
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0376 1.0374 1.0367
R3 1.0372 1.0370 1.0366
R2 1.0368 1.0368 1.0366
R1 1.0366 1.0366 1.0365 1.0367
PP 1.0364 1.0364 1.0364 1.0364
S1 1.0362 1.0362 1.0365 1.0363
S2 1.0360 1.0360 1.0364
S3 1.0356 1.0358 1.0364
S4 1.0352 1.0354 1.0363
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0618 1.0587 1.0417
R3 1.0523 1.0492 1.0391
R2 1.0428 1.0428 1.0382
R1 1.0397 1.0397 1.0374 1.0413
PP 1.0333 1.0333 1.0333 1.0341
S1 1.0302 1.0302 1.0356 1.0318
S2 1.0238 1.0238 1.0348
S3 1.0143 1.0207 1.0339
S4 1.0048 1.0112 1.0313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0365 1.0270 0.0095 0.9% 0.0027 0.3% 100% True False 11
10 1.0578 1.0270 0.0308 3.0% 0.0047 0.5% 31% False False 9
20 1.0578 1.0270 0.0308 3.0% 0.0034 0.3% 31% False False 9
40 1.0578 1.0160 0.0418 4.0% 0.0021 0.2% 49% False False 4
60 1.0618 1.0160 0.0458 4.4% 0.0017 0.2% 45% False False 3
80 1.0618 1.0160 0.0458 4.4% 0.0013 0.1% 45% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0382
2.618 1.0375
1.618 1.0371
1.000 1.0369
0.618 1.0367
HIGH 1.0365
0.618 1.0363
0.500 1.0363
0.382 1.0363
LOW 1.0361
0.618 1.0359
1.000 1.0357
1.618 1.0355
2.618 1.0351
4.250 1.0344
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 1.0364 1.0353
PP 1.0364 1.0341
S1 1.0363 1.0330

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

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