CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 1.0226 1.0165 -0.0061 -0.6% 1.0266
High 1.0230 1.0246 0.0016 0.2% 1.0278
Low 1.0191 1.0156 -0.0035 -0.3% 1.0181
Close 1.0222 1.0160 -0.0062 -0.6% 1.0201
Range 0.0039 0.0090 0.0051 130.8% 0.0097
ATR 0.0053 0.0056 0.0003 5.0% 0.0000
Volume 1 4 3 300.0% 33
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0457 1.0399 1.0210
R3 1.0367 1.0309 1.0185
R2 1.0277 1.0277 1.0177
R1 1.0219 1.0219 1.0168 1.0203
PP 1.0187 1.0187 1.0187 1.0180
S1 1.0129 1.0129 1.0152 1.0113
S2 1.0097 1.0097 1.0144
S3 1.0007 1.0039 1.0135
S4 0.9917 0.9949 1.0111
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 1.0246 1.0156 0.0090 0.9% 0.0057 0.6% 4% True True 7
10 1.0327 1.0156 0.0171 1.7% 0.0056 0.5% 2% False True 7
20 1.0365 1.0156 0.0209 2.1% 0.0040 0.4% 2% False True 8
40 1.0578 1.0156 0.0422 4.2% 0.0037 0.4% 1% False True 8
60 1.0599 1.0156 0.0443 4.4% 0.0026 0.3% 1% False True 5
80 1.0618 1.0156 0.0462 4.5% 0.0021 0.2% 1% False True 4
100 1.0618 1.0156 0.0462 4.5% 0.0017 0.2% 1% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0629
2.618 1.0482
1.618 1.0392
1.000 1.0336
0.618 1.0302
HIGH 1.0246
0.618 1.0212
0.500 1.0201
0.382 1.0190
LOW 1.0156
0.618 1.0100
1.000 1.0066
1.618 1.0010
2.618 0.9920
4.250 0.9774
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 1.0201 1.0201
PP 1.0187 1.0187
S1 1.0174 1.0174

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

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