CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 1.0275 1.0238 -0.0037 -0.4% 1.0443
High 1.0294 1.0249 -0.0045 -0.4% 1.0492
Low 1.0225 1.0204 -0.0021 -0.2% 1.0280
Close 1.0230 1.0234 0.0004 0.0% 1.0282
Range 0.0069 0.0045 -0.0024 -34.8% 0.0212
ATR 0.0070 0.0068 -0.0002 -2.6% 0.0000
Volume 38 670 632 1,663.2% 262
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0364 1.0344 1.0259
R3 1.0319 1.0299 1.0246
R2 1.0274 1.0274 1.0242
R1 1.0254 1.0254 1.0238 1.0242
PP 1.0229 1.0229 1.0229 1.0223
S1 1.0209 1.0209 1.0230 1.0197
S2 1.0184 1.0184 1.0226
S3 1.0139 1.0164 1.0222
S4 1.0094 1.0119 1.0209
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 1.0448 1.0204 0.0244 2.4% 0.0074 0.7% 12% False True 169
10 1.0556 1.0204 0.0352 3.4% 0.0067 0.7% 9% False True 112
20 1.0556 1.0204 0.0352 3.4% 0.0064 0.6% 9% False True 63
40 1.0556 1.0135 0.0421 4.1% 0.0059 0.6% 24% False False 36
60 1.0578 1.0135 0.0443 4.3% 0.0051 0.5% 22% False False 27
80 1.0578 1.0135 0.0443 4.3% 0.0040 0.4% 22% False False 21
100 1.0603 1.0135 0.0468 4.6% 0.0034 0.3% 21% False False 16
120 1.0618 1.0135 0.0483 4.7% 0.0028 0.3% 20% False False 14
Crabel Price Patterns
NR True
NR4 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0440
2.618 1.0367
1.618 1.0322
1.000 1.0294
0.618 1.0277
HIGH 1.0249
0.618 1.0232
0.500 1.0227
0.382 1.0221
LOW 1.0204
0.618 1.0176
1.000 1.0159
1.618 1.0131
2.618 1.0086
4.250 1.0013
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 1.0232 1.0256
PP 1.0229 1.0248
S1 1.0227 1.0241

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

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