CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 1.0230 1.0226 -0.0004 0.0% 1.0266
High 1.0239 1.0230 -0.0009 -0.1% 1.0278
Low 1.0192 1.0191 -0.0001 0.0% 1.0181
Close 1.0201 1.0222 0.0021 0.2% 1.0201
Range 0.0047 0.0039 -0.0008 -17.0% 0.0097
ATR 0.0054 0.0053 -0.0001 -2.0% 0.0000
Volume 3 1 -2 -66.7% 33
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0331 1.0316 1.0243
R3 1.0292 1.0277 1.0233
R2 1.0253 1.0253 1.0229
R1 1.0238 1.0238 1.0226 1.0226
PP 1.0214 1.0214 1.0214 1.0209
S1 1.0199 1.0199 1.0218 1.0187
S2 1.0175 1.0175 1.0215
S3 1.0136 1.0160 1.0211
S4 1.0097 1.0121 1.0201
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 1.0241 1.0181 0.0060 0.6% 0.0043 0.4% 68% False False 6
10 1.0327 1.0181 0.0146 1.4% 0.0047 0.5% 28% False False 7
20 1.0365 1.0181 0.0184 1.8% 0.0037 0.4% 22% False False 9
40 1.0578 1.0160 0.0418 4.1% 0.0035 0.3% 15% False False 7
60 1.0599 1.0160 0.0439 4.3% 0.0024 0.2% 14% False False 5
80 1.0618 1.0160 0.0458 4.5% 0.0020 0.2% 14% False False 4
100 1.0618 1.0160 0.0458 4.5% 0.0016 0.2% 14% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0396
2.618 1.0332
1.618 1.0293
1.000 1.0269
0.618 1.0254
HIGH 1.0230
0.618 1.0215
0.500 1.0211
0.382 1.0206
LOW 1.0191
0.618 1.0167
1.000 1.0152
1.618 1.0128
2.618 1.0089
4.250 1.0025
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 1.0218 1.0218
PP 1.0214 1.0215
S1 1.0211 1.0211

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

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