CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 1.0212 1.0152 -0.0060 -0.6% 1.0334
High 1.0218 1.0161 -0.0057 -0.6% 1.0350
Low 1.0142 1.0124 -0.0018 -0.2% 1.0199
Close 1.0145 1.0126 -0.0019 -0.2% 1.0252
Range 0.0076 0.0037 -0.0039 -51.3% 0.0151
ATR 0.0089 0.0086 -0.0004 -4.2% 0.0000
Volume 24,727 23,049 -1,678 -6.8% 129,622
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0248 1.0224 1.0146
R3 1.0211 1.0187 1.0136
R2 1.0174 1.0174 1.0133
R1 1.0150 1.0150 1.0129 1.0144
PP 1.0137 1.0137 1.0137 1.0134
S1 1.0113 1.0113 1.0123 1.0107
S2 1.0100 1.0100 1.0119
S3 1.0063 1.0076 1.0116
S4 1.0026 1.0039 1.0106
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0720 1.0637 1.0335
R3 1.0569 1.0486 1.0294
R2 1.0418 1.0418 1.0280
R1 1.0335 1.0335 1.0266 1.0301
PP 1.0267 1.0267 1.0267 1.0250
S1 1.0184 1.0184 1.0238 1.0150
S2 1.0116 1.0116 1.0224
S3 0.9965 1.0033 1.0210
S4 0.9814 0.9882 1.0169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0308 1.0124 0.0184 1.8% 0.0071 0.7% 1% False True 22,264
10 1.0420 0.9994 0.0426 4.2% 0.0107 1.1% 31% False False 25,955
20 1.0420 0.9994 0.0426 4.2% 0.0089 0.9% 31% False False 23,226
40 1.0556 0.9994 0.0562 5.6% 0.0082 0.8% 23% False False 12,588
60 1.0556 0.9994 0.0562 5.6% 0.0075 0.7% 23% False False 8,395
80 1.0578 0.9994 0.0584 5.8% 0.0067 0.7% 23% False False 6,299
100 1.0578 0.9994 0.0584 5.8% 0.0057 0.6% 23% False False 5,040
120 1.0599 0.9994 0.0605 6.0% 0.0048 0.5% 22% False False 4,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 1.0318
2.618 1.0258
1.618 1.0221
1.000 1.0198
0.618 1.0184
HIGH 1.0161
0.618 1.0147
0.500 1.0143
0.382 1.0138
LOW 1.0124
0.618 1.0101
1.000 1.0087
1.618 1.0064
2.618 1.0027
4.250 0.9967
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 1.0143 1.0197
PP 1.0137 1.0173
S1 1.0132 1.0150

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

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