CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 1.0087 1.0093 0.0006 0.1% 1.0132
High 1.0125 1.0116 -0.0009 -0.1% 1.0191
Low 1.0068 1.0075 0.0007 0.1% 1.0066
Close 1.0092 1.0091 -0.0001 0.0% 1.0087
Range 0.0057 0.0041 -0.0016 -28.1% 0.0125
ATR 0.0069 0.0067 -0.0002 -2.9% 0.0000
Volume 18,519 15,861 -2,658 -14.4% 92,911
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0217 1.0195 1.0114
R3 1.0176 1.0154 1.0102
R2 1.0135 1.0135 1.0099
R1 1.0113 1.0113 1.0095 1.0104
PP 1.0094 1.0094 1.0094 1.0089
S1 1.0072 1.0072 1.0087 1.0063
S2 1.0053 1.0053 1.0083
S3 1.0012 1.0031 1.0080
S4 0.9971 0.9990 1.0068
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0490 1.0413 1.0156
R3 1.0365 1.0288 1.0121
R2 1.0240 1.0240 1.0110
R1 1.0163 1.0163 1.0098 1.0139
PP 1.0115 1.0115 1.0115 1.0103
S1 1.0038 1.0038 1.0076 1.0014
S2 0.9990 0.9990 1.0064
S3 0.9865 0.9913 1.0053
S4 0.9740 0.9788 1.0018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0125 1.0028 0.0097 1.0% 0.0049 0.5% 65% False False 18,598
10 1.0191 1.0028 0.0163 1.6% 0.0051 0.5% 39% False False 19,113
20 1.0408 0.9994 0.0414 4.1% 0.0077 0.8% 23% False False 22,299
40 1.0420 0.9994 0.0426 4.2% 0.0077 0.8% 23% False False 17,849
60 1.0556 0.9994 0.0562 5.6% 0.0073 0.7% 17% False False 11,920
80 1.0556 0.9994 0.0562 5.6% 0.0068 0.7% 17% False False 8,943
100 1.0578 0.9994 0.0584 5.8% 0.0062 0.6% 17% False False 7,156
120 1.0578 0.9994 0.0584 5.8% 0.0052 0.5% 17% False False 5,963
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0290
2.618 1.0223
1.618 1.0182
1.000 1.0157
0.618 1.0141
HIGH 1.0116
0.618 1.0100
0.500 1.0096
0.382 1.0091
LOW 1.0075
0.618 1.0050
1.000 1.0034
1.618 1.0009
2.618 0.9968
4.250 0.9901
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 1.0096 1.0086
PP 1.0094 1.0081
S1 1.0093 1.0077

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

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