CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 1.0266 1.0218 -0.0048 -0.5% 1.0269
High 1.0278 1.0235 -0.0043 -0.4% 1.0327
Low 1.0246 1.0218 -0.0028 -0.3% 1.0194
Close 1.0266 1.0235 -0.0031 -0.3% 1.0261
Range 0.0032 0.0017 -0.0015 -46.9% 0.0133
ATR 0.0055 0.0054 0.0000 -0.9% 0.0000
Volume 0 2 2 50
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0280 1.0275 1.0244
R3 1.0263 1.0258 1.0240
R2 1.0246 1.0246 1.0238
R1 1.0241 1.0241 1.0237 1.0244
PP 1.0229 1.0229 1.0229 1.0231
S1 1.0224 1.0224 1.0233 1.0227
S2 1.0212 1.0212 1.0232
S3 1.0195 1.0207 1.0230
S4 1.0178 1.0190 1.0226
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0660 1.0593 1.0334
R3 1.0527 1.0460 1.0298
R2 1.0394 1.0394 1.0285
R1 1.0327 1.0327 1.0273 1.0294
PP 1.0261 1.0261 1.0261 1.0244
S1 1.0194 1.0194 1.0249 1.0161
S2 1.0128 1.0128 1.0237
S3 0.9995 1.0061 1.0224
S4 0.9862 0.9928 1.0188
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% 0.0054 0.5% 31% False False 8
10 1.0363 1.0194 0.0169 1.7% 0.0042 0.4% 24% False False 9
20 1.0578 1.0194 0.0384 3.8% 0.0043 0.4% 11% False False 9
40 1.0578 1.0160 0.0418 4.1% 0.0030 0.3% 18% False False 7
60 1.0599 1.0160 0.0439 4.3% 0.0021 0.2% 17% False False 4
80 1.0618 1.0160 0.0458 4.5% 0.0018 0.2% 16% 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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0307
2.618 1.0280
1.618 1.0263
1.000 1.0252
0.618 1.0246
HIGH 1.0235
0.618 1.0229
0.500 1.0227
0.382 1.0224
LOW 1.0218
0.618 1.0207
1.000 1.0201
1.618 1.0190
2.618 1.0173
4.250 1.0146
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 1.0232 1.0263
PP 1.0229 1.0253
S1 1.0227 1.0244

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

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