CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 1.0265 1.0285 0.0020 0.2% 1.0290
High 1.0326 1.0374 0.0048 0.5% 1.0326
Low 1.0245 1.0250 0.0005 0.0% 1.0180
Close 1.0260 1.0368 0.0108 1.1% 1.0260
Range 0.0081 0.0124 0.0043 53.1% 0.0146
ATR 0.0071 0.0075 0.0004 5.3% 0.0000
Volume 698 1,046 348 49.9% 2,146
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0703 1.0659 1.0436
R3 1.0579 1.0535 1.0402
R2 1.0455 1.0455 1.0391
R1 1.0411 1.0411 1.0379 1.0433
PP 1.0331 1.0331 1.0331 1.0342
S1 1.0287 1.0287 1.0357 1.0309
S2 1.0207 1.0207 1.0345
S3 1.0083 1.0163 1.0334
S4 0.9959 1.0039 1.0300
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 1.0374 1.0180 0.0194 1.9% 0.0084 0.8% 97% True False 632
10 1.0492 1.0180 0.0312 3.0% 0.0077 0.7% 60% False False 333
20 1.0556 1.0180 0.0376 3.6% 0.0071 0.7% 50% False False 185
40 1.0556 1.0135 0.0421 4.1% 0.0064 0.6% 55% False False 97
60 1.0578 1.0135 0.0443 4.3% 0.0055 0.5% 53% False False 68
80 1.0578 1.0135 0.0443 4.3% 0.0043 0.4% 53% False False 51
100 1.0599 1.0135 0.0464 4.5% 0.0037 0.4% 50% False False 41
120 1.0618 1.0135 0.0483 4.7% 0.0031 0.3% 48% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0901
2.618 1.0699
1.618 1.0575
1.000 1.0498
0.618 1.0451
HIGH 1.0374
0.618 1.0327
0.500 1.0312
0.382 1.0297
LOW 1.0250
0.618 1.0173
1.000 1.0126
1.618 1.0049
2.618 0.9925
4.250 0.9723
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 1.0349 1.0338
PP 1.0331 1.0307
S1 1.0312 1.0277

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

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