CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 02-Aug-2016
Day Change Summary
Previous Current
01-Aug-2016 02-Aug-2016 Change Change % Previous Week
Open 1.0399 1.0408 0.0009 0.1% 1.0226
High 1.0428 1.0458 0.0030 0.3% 1.0454
Low 1.0388 1.0408 0.0020 0.2% 1.0135
Close 1.0417 1.0454 0.0037 0.4% 1.0407
Range 0.0040 0.0050 0.0010 25.0% 0.0319
ATR 0.0068 0.0067 -0.0001 -1.9% 0.0000
Volume 32 3 -29 -90.6% 65
Daily Pivots for day following 02-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0590 1.0572 1.0482
R3 1.0540 1.0522 1.0468
R2 1.0490 1.0490 1.0463
R1 1.0472 1.0472 1.0459 1.0481
PP 1.0440 1.0440 1.0440 1.0445
S1 1.0422 1.0422 1.0449 1.0431
S2 1.0390 1.0390 1.0445
S3 1.0340 1.0372 1.0440
S4 1.0290 1.0322 1.0427
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1289 1.1167 1.0582
R3 1.0970 1.0848 1.0495
R2 1.0651 1.0651 1.0465
R1 1.0529 1.0529 1.0436 1.0590
PP 1.0332 1.0332 1.0332 1.0363
S1 1.0210 1.0210 1.0378 1.0271
S2 1.0013 1.0013 1.0349
S3 0.9694 0.9891 1.0319
S4 0.9375 0.9572 1.0232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0458 1.0135 0.0323 3.1% 0.0081 0.8% 99% True False 19
10 1.0458 1.0135 0.0323 3.1% 0.0069 0.7% 99% True False 13
20 1.0458 1.0135 0.0323 3.1% 0.0056 0.5% 99% True False 11
40 1.0578 1.0135 0.0443 4.2% 0.0045 0.4% 72% False False 10
60 1.0578 1.0135 0.0443 4.2% 0.0032 0.3% 72% False False 6
80 1.0615 1.0135 0.0480 4.6% 0.0026 0.3% 66% False False 5
100 1.0618 1.0135 0.0483 4.6% 0.0021 0.2% 66% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0671
2.618 1.0589
1.618 1.0539
1.000 1.0508
0.618 1.0489
HIGH 1.0458
0.618 1.0439
0.500 1.0433
0.382 1.0427
LOW 1.0408
0.618 1.0377
1.000 1.0358
1.618 1.0327
2.618 1.0277
4.250 1.0196
Fisher Pivots for day following 02-Aug-2016
Pivot 1 day 3 day
R1 1.0447 1.0425
PP 1.0440 1.0395
S1 1.0433 1.0366

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

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