CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 1.0261 1.0302 0.0041 0.4% 1.0356
High 1.0314 1.0308 -0.0006 -0.1% 1.0420
Low 1.0253 1.0220 -0.0033 -0.3% 0.9994
Close 1.0305 1.0223 -0.0082 -0.8% 1.0350
Range 0.0061 0.0088 0.0027 44.3% 0.0426
ATR 0.0093 0.0093 0.0000 -0.4% 0.0000
Volume 22,132 19,804 -2,328 -10.5% 116,532
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0514 1.0457 1.0271
R3 1.0426 1.0369 1.0247
R2 1.0338 1.0338 1.0239
R1 1.0281 1.0281 1.0231 1.0266
PP 1.0250 1.0250 1.0250 1.0243
S1 1.0193 1.0193 1.0215 1.0178
S2 1.0162 1.0162 1.0207
S3 1.0074 1.0105 1.0199
S4 0.9986 1.0017 1.0175
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 1.0408 0.9994 0.0414 4.0% 0.0143 1.4% 55% False False 28,569
10 1.0420 0.9994 0.0426 4.2% 0.0104 1.0% 54% False False 23,303
20 1.0420 0.9994 0.0426 4.2% 0.0092 0.9% 54% False False 20,250
40 1.0556 0.9994 0.0562 5.5% 0.0083 0.8% 41% False False 10,302
60 1.0556 0.9994 0.0562 5.5% 0.0074 0.7% 41% False False 6,870
80 1.0578 0.9994 0.0584 5.7% 0.0066 0.6% 39% False False 5,155
100 1.0578 0.9994 0.0584 5.7% 0.0054 0.5% 39% False False 4,125
120 1.0599 0.9994 0.0605 5.9% 0.0047 0.5% 38% False False 3,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0682
2.618 1.0538
1.618 1.0450
1.000 1.0396
0.618 1.0362
HIGH 1.0308
0.618 1.0274
0.500 1.0264
0.382 1.0254
LOW 1.0220
0.618 1.0166
1.000 1.0132
1.618 1.0078
2.618 0.9990
4.250 0.9846
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 1.0264 1.0269
PP 1.0250 1.0254
S1 1.0237 1.0238

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

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