CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 1.0269 1.0215 -0.0054 -0.5% 1.0328
High 1.0280 1.0215 -0.0065 -0.6% 1.0363
Low 1.0250 1.0214 -0.0036 -0.4% 1.0264
Close 1.0271 1.0214 -0.0057 -0.6% 1.0269
Range 0.0030 0.0001 -0.0029 -96.7% 0.0099
ATR 0.0052 0.0052 0.0000 0.7% 0.0000
Volume 9 1 -8 -88.9% 39
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0217 1.0217 1.0215
R3 1.0216 1.0216 1.0214
R2 1.0215 1.0215 1.0214
R1 1.0215 1.0215 1.0214 1.0215
PP 1.0214 1.0214 1.0214 1.0214
S1 1.0214 1.0214 1.0214 1.0214
S2 1.0213 1.0213 1.0214
S3 1.0212 1.0213 1.0214
S4 1.0211 1.0212 1.0213
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0596 1.0531 1.0323
R3 1.0497 1.0432 1.0296
R2 1.0398 1.0398 1.0287
R1 1.0333 1.0333 1.0278 1.0316
PP 1.0299 1.0299 1.0299 1.0290
S1 1.0234 1.0234 1.0260 1.0217
S2 1.0200 1.0200 1.0251
S3 1.0101 1.0135 1.0242
S4 1.0002 1.0036 1.0215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0363 1.0214 0.0149 1.5% 0.0029 0.3% 0% False True 9
10 1.0365 1.0214 0.0151 1.5% 0.0025 0.2% 0% False True 9
20 1.0578 1.0214 0.0364 3.6% 0.0038 0.4% 0% False True 10
40 1.0578 1.0160 0.0418 4.1% 0.0023 0.2% 13% False False 6
60 1.0599 1.0160 0.0439 4.3% 0.0019 0.2% 12% False False 4
80 1.0618 1.0160 0.0458 4.5% 0.0014 0.1% 12% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0219
2.618 1.0218
1.618 1.0217
1.000 1.0216
0.618 1.0216
HIGH 1.0215
0.618 1.0215
0.500 1.0215
0.382 1.0214
LOW 1.0214
0.618 1.0213
1.000 1.0213
1.618 1.0212
2.618 1.0211
4.250 1.0210
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 1.0215 1.0252
PP 1.0214 1.0239
S1 1.0214 1.0227

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

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