CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 1.0288 1.0303 0.0015 0.1% 1.0086
High 1.0339 1.0337 -0.0002 0.0% 1.0169
Low 1.0277 1.0268 -0.0009 -0.1% 1.0028
Close 1.0299 1.0287 -0.0012 -0.1% 1.0155
Range 0.0062 0.0069 0.0007 11.3% 0.0141
ATR 0.0074 0.0073 0.0000 -0.5% 0.0000
Volume 34,650 22,880 -11,770 -34.0% 108,127
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0504 1.0465 1.0325
R3 1.0435 1.0396 1.0306
R2 1.0366 1.0366 1.0300
R1 1.0327 1.0327 1.0293 1.0312
PP 1.0297 1.0297 1.0297 1.0290
S1 1.0258 1.0258 1.0281 1.0243
S2 1.0228 1.0228 1.0274
S3 1.0159 1.0189 1.0268
S4 1.0090 1.0120 1.0249
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0540 1.0489 1.0233
R3 1.0399 1.0348 1.0194
R2 1.0258 1.0258 1.0181
R1 1.0207 1.0207 1.0168 1.0233
PP 1.0117 1.0117 1.0117 1.0130
S1 1.0066 1.0066 1.0142 1.0092
S2 0.9976 0.9976 1.0129
S3 0.9835 0.9925 1.0116
S4 0.9694 0.9784 1.0077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0339 1.0075 0.0264 2.6% 0.0088 0.9% 80% False False 28,952
10 1.0339 1.0028 0.0311 3.0% 0.0069 0.7% 83% False False 23,775
20 1.0339 1.0028 0.0311 3.0% 0.0063 0.6% 83% False False 22,395
40 1.0420 0.9994 0.0426 4.1% 0.0077 0.8% 69% False False 21,322
60 1.0556 0.9994 0.0562 5.5% 0.0076 0.7% 52% False False 14,333
80 1.0556 0.9994 0.0562 5.5% 0.0071 0.7% 52% False False 10,752
100 1.0578 0.9994 0.0584 5.7% 0.0065 0.6% 50% False False 8,603
120 1.0578 0.9994 0.0584 5.7% 0.0056 0.5% 50% False False 7,170
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0630
2.618 1.0518
1.618 1.0449
1.000 1.0406
0.618 1.0380
HIGH 1.0337
0.618 1.0311
0.500 1.0303
0.382 1.0294
LOW 1.0268
0.618 1.0225
1.000 1.0199
1.618 1.0156
2.618 1.0087
4.250 0.9975
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 1.0303 1.0269
PP 1.0297 1.0251
S1 1.0292 1.0233

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

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