CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 1.0423 1.0401 -0.0022 -0.2% 1.0443
High 1.0440 1.0448 0.0008 0.1% 1.0492
Low 1.0392 1.0280 -0.0112 -1.1% 1.0280
Close 1.0400 1.0282 -0.0118 -1.1% 1.0282
Range 0.0048 0.0168 0.0120 250.0% 0.0212
ATR 0.0065 0.0073 0.0007 11.3% 0.0000
Volume 13 96 83 638.5% 262
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0841 1.0729 1.0374
R3 1.0673 1.0561 1.0328
R2 1.0505 1.0505 1.0313
R1 1.0393 1.0393 1.0297 1.0365
PP 1.0337 1.0337 1.0337 1.0323
S1 1.0225 1.0225 1.0267 1.0197
S2 1.0169 1.0169 1.0251
S3 1.0001 1.0057 1.0236
S4 0.9833 0.9889 1.0190
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0987 1.0847 1.0399
R3 1.0775 1.0635 1.0340
R2 1.0563 1.0563 1.0321
R1 1.0423 1.0423 1.0301 1.0387
PP 1.0351 1.0351 1.0351 1.0334
S1 1.0211 1.0211 1.0263 1.0175
S2 1.0139 1.0139 1.0243
S3 0.9927 0.9999 1.0224
S4 0.9715 0.9787 1.0165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0492 1.0280 0.0212 2.1% 0.0070 0.7% 1% False True 52
10 1.0556 1.0280 0.0276 2.7% 0.0077 0.7% 1% False True 49
20 1.0556 1.0238 0.0318 3.1% 0.0061 0.6% 14% False False 28
40 1.0556 1.0135 0.0421 4.1% 0.0056 0.5% 35% False False 18
60 1.0578 1.0135 0.0443 4.3% 0.0050 0.5% 33% False False 15
80 1.0578 1.0135 0.0443 4.3% 0.0039 0.4% 33% False False 11
100 1.0618 1.0135 0.0483 4.7% 0.0032 0.3% 30% False False 9
120 1.0618 1.0135 0.0483 4.7% 0.0027 0.3% 30% False False 7
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 0.0015
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1162
2.618 1.0888
1.618 1.0720
1.000 1.0616
0.618 1.0552
HIGH 1.0448
0.618 1.0384
0.500 1.0364
0.382 1.0344
LOW 1.0280
0.618 1.0176
1.000 1.0112
1.618 1.0008
2.618 0.9840
4.250 0.9566
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 1.0364 1.0369
PP 1.0337 1.0340
S1 1.0309 1.0311

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

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