CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 1.0203 1.0230 0.0027 0.3% 1.0266
High 1.0241 1.0239 -0.0002 0.0% 1.0278
Low 1.0181 1.0192 0.0011 0.1% 1.0181
Close 1.0219 1.0201 -0.0018 -0.2% 1.0201
Range 0.0060 0.0047 -0.0013 -21.7% 0.0097
ATR 0.0055 0.0054 -0.0001 -1.0% 0.0000
Volume 13 3 -10 -76.9% 33
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0352 1.0323 1.0227
R3 1.0305 1.0276 1.0214
R2 1.0258 1.0258 1.0210
R1 1.0229 1.0229 1.0205 1.0220
PP 1.0211 1.0211 1.0211 1.0206
S1 1.0182 1.0182 1.0197 1.0173
S2 1.0164 1.0164 1.0192
S3 1.0117 1.0135 1.0188
S4 1.0070 1.0088 1.0175
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0511 1.0453 1.0254
R3 1.0414 1.0356 1.0228
R2 1.0317 1.0317 1.0219
R1 1.0259 1.0259 1.0210 1.0240
PP 1.0220 1.0220 1.0220 1.0210
S1 1.0162 1.0162 1.0192 1.0143
S2 1.0123 1.0123 1.0183
S3 1.0026 1.0065 1.0174
S4 0.9929 0.9968 1.0148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0278 1.0181 0.0097 1.0% 0.0041 0.4% 21% False False 6
10 1.0327 1.0181 0.0146 1.4% 0.0046 0.4% 14% False False 8
20 1.0494 1.0181 0.0313 3.1% 0.0044 0.4% 6% False False 9
40 1.0578 1.0160 0.0418 4.1% 0.0034 0.3% 10% False False 7
60 1.0599 1.0160 0.0439 4.3% 0.0024 0.2% 9% False False 5
80 1.0618 1.0160 0.0458 4.5% 0.0020 0.2% 9% False False 4
100 1.0618 1.0160 0.0458 4.5% 0.0016 0.2% 9% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0439
2.618 1.0362
1.618 1.0315
1.000 1.0286
0.618 1.0268
HIGH 1.0239
0.618 1.0221
0.500 1.0216
0.382 1.0210
LOW 1.0192
0.618 1.0163
1.000 1.0145
1.618 1.0116
2.618 1.0069
4.250 0.9992
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 1.0216 1.0211
PP 1.0211 1.0208
S1 1.0206 1.0204

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

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