CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 24-Aug-2016
Day Change Summary
Previous Current
23-Aug-2016 24-Aug-2016 Change Change % Previous Week
Open 1.0468 1.0449 -0.0019 -0.2% 1.0355
High 1.0492 1.0457 -0.0035 -0.3% 1.0556
Low 1.0453 1.0399 -0.0054 -0.5% 1.0321
Close 1.0457 1.0409 -0.0048 -0.5% 1.0493
Range 0.0039 0.0058 0.0019 48.7% 0.0235
ATR 0.0067 0.0067 -0.0001 -1.0% 0.0000
Volume 17 14 -3 -17.6% 233
Daily Pivots for day following 24-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0596 1.0560 1.0441
R3 1.0538 1.0502 1.0425
R2 1.0480 1.0480 1.0420
R1 1.0444 1.0444 1.0414 1.0433
PP 1.0422 1.0422 1.0422 1.0416
S1 1.0386 1.0386 1.0404 1.0375
S2 1.0364 1.0364 1.0398
S3 1.0306 1.0328 1.0393
S4 1.0248 1.0270 1.0377
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1162 1.1062 1.0622
R3 1.0927 1.0827 1.0558
R2 1.0692 1.0692 1.0536
R1 1.0592 1.0592 1.0515 1.0642
PP 1.0457 1.0457 1.0457 1.0482
S1 1.0357 1.0357 1.0471 1.0407
S2 1.0222 1.0222 1.0450
S3 0.9987 1.0122 1.0428
S4 0.9752 0.9887 1.0364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0556 1.0399 0.0157 1.5% 0.0060 0.6% 6% False True 55
10 1.0556 1.0316 0.0240 2.3% 0.0066 0.6% 39% False False 41
20 1.0556 1.0238 0.0318 3.1% 0.0062 0.6% 54% False False 25
40 1.0556 1.0135 0.0421 4.0% 0.0052 0.5% 65% False False 16
60 1.0578 1.0135 0.0443 4.3% 0.0047 0.4% 62% False False 13
80 1.0599 1.0135 0.0464 4.5% 0.0036 0.3% 59% False False 10
100 1.0618 1.0135 0.0483 4.6% 0.0030 0.3% 57% False False 8
120 1.0618 1.0135 0.0483 4.6% 0.0025 0.2% 57% False False 7
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0704
2.618 1.0609
1.618 1.0551
1.000 1.0515
0.618 1.0493
HIGH 1.0457
0.618 1.0435
0.500 1.0428
0.382 1.0421
LOW 1.0399
0.618 1.0363
1.000 1.0341
1.618 1.0305
2.618 1.0247
4.250 1.0153
Fisher Pivots for day following 24-Aug-2016
Pivot 1 day 3 day
R1 1.0428 1.0446
PP 1.0422 1.0433
S1 1.0415 1.0421

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

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