CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 1.0000 1.0020 0.0020 0.2% 1.0061
High 1.0009 1.0028 0.0019 0.2% 1.0078
Low 0.9993 0.9915 -0.0078 -0.8% 0.9921
Close 0.9993 0.9933 -0.0060 -0.6% 0.9945
Range 0.0016 0.0113 0.0097 606.3% 0.0157
ATR
Volume 26 36 10 38.5% 0
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0298 1.0228 0.9995
R3 1.0185 1.0115 0.9964
R2 1.0072 1.0072 0.9954
R1 1.0002 1.0002 0.9943 0.9981
PP 0.9959 0.9959 0.9959 0.9948
S1 0.9889 0.9889 0.9923 0.9868
S2 0.9846 0.9846 0.9912
S3 0.9733 0.9776 0.9902
S4 0.9620 0.9663 0.9871
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0452 1.0356 1.0031
R3 1.0295 1.0199 0.9988
R2 1.0138 1.0138 0.9974
R1 1.0042 1.0042 0.9959 1.0012
PP 0.9981 0.9981 0.9981 0.9966
S1 0.9885 0.9885 0.9931 0.9855
S2 0.9824 0.9824 0.9916
S3 0.9667 0.9728 0.9902
S4 0.9510 0.9571 0.9859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0078 0.9915 0.0163 1.6% 0.0055 0.6% 11% False True 12
10 1.0078 0.9915 0.0163 1.6% 0.0040 0.4% 11% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0508
2.618 1.0324
1.618 1.0211
1.000 1.0141
0.618 1.0098
HIGH 1.0028
0.618 0.9985
0.500 0.9972
0.382 0.9958
LOW 0.9915
0.618 0.9845
1.000 0.9802
1.618 0.9732
2.618 0.9619
4.250 0.9435
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 0.9972 0.9972
PP 0.9959 0.9959
S1 0.9946 0.9946

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

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