CME Swiss Franc Future March 2017


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 0.9934 0.9854 -0.0080 -0.8% 0.9901
High 0.9974 0.9860 -0.0114 -1.1% 1.0035
Low 0.9836 0.9723 -0.0113 -1.1% 0.9850
Close 0.9872 0.9763 -0.0109 -1.1% 0.9883
Range 0.0138 0.0137 -0.0001 -0.7% 0.0185
ATR 0.0081 0.0086 0.0005 6.0% 0.0000
Volume 27,246 23,510 -3,736 -13.7% 6,320
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0193 1.0115 0.9838
R3 1.0056 0.9978 0.9801
R2 0.9919 0.9919 0.9788
R1 0.9841 0.9841 0.9776 0.9812
PP 0.9782 0.9782 0.9782 0.9767
S1 0.9704 0.9704 0.9750 0.9675
S2 0.9645 0.9645 0.9738
S3 0.9508 0.9567 0.9725
S4 0.9371 0.9430 0.9688
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0478 1.0365 0.9985
R3 1.0293 1.0180 0.9934
R2 1.0108 1.0108 0.9917
R1 0.9995 0.9995 0.9900 0.9959
PP 0.9923 0.9923 0.9923 0.9905
S1 0.9810 0.9810 0.9866 0.9774
S2 0.9738 0.9738 0.9849
S3 0.9553 0.9625 0.9832
S4 0.9368 0.9440 0.9781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9974 0.9723 0.0251 2.6% 0.0089 0.9% 16% False True 12,732
10 1.0035 0.9723 0.0312 3.2% 0.0089 0.9% 13% False True 6,950
20 1.0073 0.9723 0.0350 3.6% 0.0080 0.8% 11% False True 3,551
40 1.0544 0.9723 0.0821 8.4% 0.0079 0.8% 5% False True 1,791
60 1.0544 0.9723 0.0821 8.4% 0.0070 0.7% 5% False True 1,198
Crabel Price Patterns
NR True
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0442
2.618 1.0219
1.618 1.0082
1.000 0.9997
0.618 0.9945
HIGH 0.9860
0.618 0.9808
0.500 0.9792
0.382 0.9775
LOW 0.9723
0.618 0.9638
1.000 0.9586
1.618 0.9501
2.618 0.9364
4.250 0.9141
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 0.9792 0.9849
PP 0.9782 0.9820
S1 0.9773 0.9792

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

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