CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 1.0261 1.0319 0.0058 0.6% 1.0308
High 1.0337 1.0402 0.0065 0.6% 1.0372
Low 1.0238 1.0313 0.0075 0.7% 1.0237
Close 1.0304 1.0360 0.0056 0.5% 1.0244
Range 0.0099 0.0089 -0.0010 -10.1% 0.0135
ATR 0.0076 0.0077 0.0002 2.1% 0.0000
Volume 36,491 26,495 -9,996 -27.4% 76,817
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0625 1.0582 1.0409
R3 1.0536 1.0493 1.0384
R2 1.0447 1.0447 1.0376
R1 1.0404 1.0404 1.0368 1.0426
PP 1.0358 1.0358 1.0358 1.0369
S1 1.0315 1.0315 1.0352 1.0337
S2 1.0269 1.0269 1.0344
S3 1.0180 1.0226 1.0336
S4 1.0091 1.0137 1.0311
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0689 1.0602 1.0318
R3 1.0554 1.0467 1.0281
R2 1.0419 1.0419 1.0269
R1 1.0332 1.0332 1.0256 1.0308
PP 1.0284 1.0284 1.0284 1.0273
S1 1.0197 1.0197 1.0232 1.0173
S2 1.0149 1.0149 1.0219
S3 1.0014 1.0062 1.0207
S4 0.9879 0.9927 1.0170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0402 1.0235 0.0167 1.6% 0.0078 0.7% 75% True False 24,653
10 1.0402 1.0235 0.0167 1.6% 0.0079 0.8% 75% True False 17,197
20 1.0448 1.0180 0.0268 2.6% 0.0080 0.8% 67% False False 8,932
40 1.0556 1.0180 0.0376 3.6% 0.0071 0.7% 48% False False 4,479
60 1.0556 1.0135 0.0421 4.1% 0.0061 0.6% 53% False False 2,988
80 1.0578 1.0135 0.0443 4.3% 0.0055 0.5% 51% False False 2,243
100 1.0599 1.0135 0.0464 4.5% 0.0045 0.4% 48% False False 1,794
120 1.0618 1.0135 0.0483 4.7% 0.0038 0.4% 47% False False 1,495
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0780
2.618 1.0635
1.618 1.0546
1.000 1.0491
0.618 1.0457
HIGH 1.0402
0.618 1.0368
0.500 1.0358
0.382 1.0347
LOW 1.0313
0.618 1.0258
1.000 1.0224
1.618 1.0169
2.618 1.0080
4.250 0.9935
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 1.0359 1.0347
PP 1.0358 1.0333
S1 1.0358 1.0320

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

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