CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 1.0231 1.0265 0.0034 0.3% 1.0290
High 1.0279 1.0326 0.0047 0.5% 1.0326
Low 1.0180 1.0245 0.0065 0.6% 1.0180
Close 1.0266 1.0260 -0.0006 -0.1% 1.0260
Range 0.0099 0.0081 -0.0018 -18.2% 0.0146
ATR 0.0071 0.0071 0.0001 1.1% 0.0000
Volume 709 698 -11 -1.6% 2,146
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0520 1.0471 1.0305
R3 1.0439 1.0390 1.0282
R2 1.0358 1.0358 1.0275
R1 1.0309 1.0309 1.0267 1.0293
PP 1.0277 1.0277 1.0277 1.0269
S1 1.0228 1.0228 1.0253 1.0212
S2 1.0196 1.0196 1.0245
S3 1.0115 1.0147 1.0238
S4 1.0034 1.0066 1.0215
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0693 1.0623 1.0340
R3 1.0547 1.0477 1.0300
R2 1.0401 1.0401 1.0287
R1 1.0331 1.0331 1.0273 1.0293
PP 1.0255 1.0255 1.0255 1.0237
S1 1.0185 1.0185 1.0247 1.0147
S2 1.0109 1.0109 1.0233
S3 0.9963 1.0039 1.0220
S4 0.9817 0.9893 1.0180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0326 1.0180 0.0146 1.4% 0.0067 0.7% 55% True False 429
10 1.0492 1.0180 0.0312 3.0% 0.0069 0.7% 26% False False 240
20 1.0556 1.0180 0.0376 3.7% 0.0067 0.7% 21% False False 133
40 1.0556 1.0135 0.0421 4.1% 0.0061 0.6% 30% False False 71
60 1.0578 1.0135 0.0443 4.3% 0.0054 0.5% 28% False False 51
80 1.0578 1.0135 0.0443 4.3% 0.0042 0.4% 28% False False 38
100 1.0599 1.0135 0.0464 4.5% 0.0036 0.3% 27% False False 30
120 1.0618 1.0135 0.0483 4.7% 0.0030 0.3% 26% False False 25
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0670
2.618 1.0538
1.618 1.0457
1.000 1.0407
0.618 1.0376
HIGH 1.0326
0.618 1.0295
0.500 1.0286
0.382 1.0276
LOW 1.0245
0.618 1.0195
1.000 1.0164
1.618 1.0114
2.618 1.0033
4.250 0.9901
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 1.0286 1.0258
PP 1.0277 1.0255
S1 1.0269 1.0253

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

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