CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 0.9883 0.9801 -0.0082 -0.8% 0.9846
High 0.9920 0.9805 -0.0115 -1.2% 0.9985
Low 0.9784 0.9669 -0.0115 -1.2% 0.9794
Close 0.9818 0.9710 -0.0108 -1.1% 0.9829
Range 0.0136 0.0136 0.0000 0.0% 0.0191
ATR 0.0086 0.0090 0.0005 5.3% 0.0000
Volume 50,023 50,460 437 0.9% 140,454
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0136 1.0059 0.9785
R3 1.0000 0.9923 0.9747
R2 0.9864 0.9864 0.9735
R1 0.9787 0.9787 0.9722 0.9758
PP 0.9728 0.9728 0.9728 0.9713
S1 0.9651 0.9651 0.9698 0.9622
S2 0.9592 0.9592 0.9685
S3 0.9456 0.9515 0.9673
S4 0.9320 0.9379 0.9635
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0442 1.0327 0.9934
R3 1.0251 1.0136 0.9882
R2 1.0060 1.0060 0.9864
R1 0.9945 0.9945 0.9847 0.9907
PP 0.9869 0.9869 0.9869 0.9851
S1 0.9754 0.9754 0.9811 0.9716
S2 0.9678 0.9678 0.9794
S3 0.9487 0.9563 0.9776
S4 0.9296 0.9372 0.9724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9920 0.9669 0.0251 2.6% 0.0089 0.9% 16% False True 33,560
10 0.9985 0.9669 0.0316 3.3% 0.0094 1.0% 13% False True 31,207
20 1.0020 0.9669 0.0351 3.6% 0.0084 0.9% 12% False True 28,355
40 1.0493 0.9669 0.0824 8.5% 0.0086 0.9% 5% False True 27,904
60 1.0493 0.9669 0.0824 8.5% 0.0084 0.9% 5% False True 25,931
80 1.0493 0.9669 0.0824 8.5% 0.0083 0.9% 5% False True 21,351
100 1.0556 0.9669 0.0887 9.1% 0.0079 0.8% 5% False True 17,085
120 1.0556 0.9669 0.0887 9.1% 0.0072 0.7% 5% False True 14,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0021
Fibonacci Retracements and Extensions
4.250 1.0383
2.618 1.0161
1.618 1.0025
1.000 0.9941
0.618 0.9889
HIGH 0.9805
0.618 0.9753
0.500 0.9737
0.382 0.9721
LOW 0.9669
0.618 0.9585
1.000 0.9533
1.618 0.9449
2.618 0.9313
4.250 0.9091
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 0.9737 0.9795
PP 0.9728 0.9766
S1 0.9719 0.9738

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

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