CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 1.0369 1.0356 -0.0013 -0.1% 1.0253
High 1.0372 1.0398 0.0026 0.3% 1.0402
Low 1.0311 1.0347 0.0036 0.3% 1.0235
Close 1.0360 1.0371 0.0011 0.1% 1.0360
Range 0.0061 0.0051 -0.0010 -16.4% 0.0167
ATR 0.0076 0.0074 -0.0002 -2.4% 0.0000
Volume 16,184 16,874 690 4.3% 108,898
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0525 1.0499 1.0399
R3 1.0474 1.0448 1.0385
R2 1.0423 1.0423 1.0380
R1 1.0397 1.0397 1.0376 1.0410
PP 1.0372 1.0372 1.0372 1.0379
S1 1.0346 1.0346 1.0366 1.0359
S2 1.0321 1.0321 1.0362
S3 1.0270 1.0295 1.0357
S4 1.0219 1.0244 1.0343
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0833 1.0764 1.0452
R3 1.0666 1.0597 1.0406
R2 1.0499 1.0499 1.0391
R1 1.0430 1.0430 1.0375 1.0465
PP 1.0332 1.0332 1.0332 1.0350
S1 1.0263 1.0263 1.0345 1.0298
S2 1.0165 1.0165 1.0329
S3 0.9998 1.0096 1.0314
S4 0.9831 0.9929 1.0268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0402 1.0238 0.0164 1.6% 0.0070 0.7% 81% False False 22,468
10 1.0402 1.0235 0.0167 1.6% 0.0075 0.7% 81% False False 19,800
20 1.0419 1.0180 0.0239 2.3% 0.0075 0.7% 80% False False 10,580
40 1.0556 1.0180 0.0376 3.6% 0.0068 0.7% 51% False False 5,304
60 1.0556 1.0135 0.0421 4.1% 0.0062 0.6% 56% False False 3,539
80 1.0578 1.0135 0.0443 4.3% 0.0056 0.5% 53% False False 2,656
100 1.0578 1.0135 0.0443 4.3% 0.0046 0.4% 53% False False 2,125
120 1.0618 1.0135 0.0483 4.7% 0.0039 0.4% 49% False False 1,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0615
2.618 1.0532
1.618 1.0481
1.000 1.0449
0.618 1.0430
HIGH 1.0398
0.618 1.0379
0.500 1.0373
0.382 1.0366
LOW 1.0347
0.618 1.0315
1.000 1.0296
1.618 1.0264
2.618 1.0213
4.250 1.0130
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 1.0373 1.0366
PP 1.0372 1.0361
S1 1.0372 1.0357

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

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