CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 1.0344 1.0398 0.0054 0.5% 1.0356
High 1.0420 1.0408 -0.0012 -0.1% 1.0420
Low 1.0328 0.9994 -0.0334 -3.2% 0.9994
Close 1.0394 1.0350 -0.0044 -0.4% 1.0350
Range 0.0092 0.0414 0.0322 350.0% 0.0426
ATR 0.0074 0.0098 0.0024 32.9% 0.0000
Volume 25,186 42,530 17,344 68.9% 116,532
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1493 1.1335 1.0578
R3 1.1079 1.0921 1.0464
R2 1.0665 1.0665 1.0426
R1 1.0507 1.0507 1.0388 1.0379
PP 1.0251 1.0251 1.0251 1.0187
S1 1.0093 1.0093 1.0312 0.9965
S2 0.9837 0.9837 1.0274
S3 0.9423 0.9679 1.0236
S4 0.9009 0.9265 1.0122
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1533 1.1367 1.0584
R3 1.1107 1.0941 1.0467
R2 1.0681 1.0681 1.0428
R1 1.0515 1.0515 1.0389 1.0385
PP 1.0255 1.0255 1.0255 1.0190
S1 1.0089 1.0089 1.0311 0.9959
S2 0.9829 0.9829 1.0272
S3 0.9403 0.9663 1.0233
S4 0.8977 0.9237 1.0116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0420 0.9994 0.0426 4.1% 0.0136 1.3% 84% False True 23,306
10 1.0420 0.9994 0.0426 4.1% 0.0102 1.0% 84% False True 22,543
20 1.0420 0.9994 0.0426 4.1% 0.0094 0.9% 84% False True 15,490
40 1.0556 0.9994 0.0562 5.4% 0.0081 0.8% 63% False True 7,794
60 1.0556 0.9994 0.0562 5.4% 0.0071 0.7% 63% False True 5,199
80 1.0578 0.9994 0.0584 5.6% 0.0063 0.6% 61% False True 3,902
100 1.0578 0.9994 0.0584 5.6% 0.0051 0.5% 61% False True 3,122
120 1.0599 0.9994 0.0605 5.8% 0.0045 0.4% 59% False True 2,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 1.2167
2.618 1.1492
1.618 1.1078
1.000 1.0822
0.618 1.0664
HIGH 1.0408
0.618 1.0250
0.500 1.0201
0.382 1.0152
LOW 0.9994
0.618 0.9738
1.000 0.9580
1.618 0.9324
2.618 0.8910
4.250 0.8235
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 1.0300 1.0302
PP 1.0251 1.0255
S1 1.0201 1.0207

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

View Archives - Comment on this page... - Back to Index of Symbols