CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 1.0194 1.0320 0.0126 1.2% 1.0328
High 1.0269 1.0327 0.0058 0.6% 1.0363
Low 1.0194 1.0243 0.0049 0.5% 1.0264
Close 1.0263 1.0290 0.0027 0.3% 1.0269
Range 0.0075 0.0084 0.0009 12.0% 0.0099
ATR 0.0054 0.0056 0.0002 4.0% 0.0000
Volume 24 2 -22 -91.7% 39
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0539 1.0498 1.0336
R3 1.0455 1.0414 1.0313
R2 1.0371 1.0371 1.0305
R1 1.0330 1.0330 1.0298 1.0309
PP 1.0287 1.0287 1.0287 1.0276
S1 1.0246 1.0246 1.0282 1.0225
S2 1.0203 1.0203 1.0275
S3 1.0119 1.0162 1.0267
S4 1.0035 1.0078 1.0244
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 1.0327 1.0194 0.0133 1.3% 0.0043 0.4% 72% True False 8
10 1.0365 1.0194 0.0171 1.7% 0.0033 0.3% 56% False False 8
20 1.0578 1.0194 0.0384 3.7% 0.0043 0.4% 25% False False 9
40 1.0578 1.0160 0.0418 4.1% 0.0027 0.3% 31% False False 6
60 1.0599 1.0160 0.0439 4.3% 0.0021 0.2% 30% False False 4
80 1.0618 1.0160 0.0458 4.5% 0.0016 0.2% 28% False False 3
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 0.0002
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0684
2.618 1.0547
1.618 1.0463
1.000 1.0411
0.618 1.0379
HIGH 1.0327
0.618 1.0295
0.500 1.0285
0.382 1.0275
LOW 1.0243
0.618 1.0191
1.000 1.0159
1.618 1.0107
2.618 1.0023
4.250 0.9886
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 1.0288 1.0280
PP 1.0287 1.0270
S1 1.0285 1.0261

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

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