CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 0.9842 0.9846 0.0004 0.0% 0.9920
High 0.9842 0.9846 0.0004 0.0% 0.9961
Low 0.9842 0.9846 0.0004 0.0% 0.9825
Close 0.9842 0.9846 0.0004 0.0% 0.9825
Range
ATR 0.0050 0.0047 -0.0003 -6.6% 0.0000
Volume
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.9846 0.9846 0.9846
R3 0.9846 0.9846 0.9846
R2 0.9846 0.9846 0.9846
R1 0.9846 0.9846 0.9846 0.9846
PP 0.9846 0.9846 0.9846 0.9846
S1 0.9846 0.9846 0.9846 0.9846
S2 0.9846 0.9846 0.9846
S3 0.9846 0.9846 0.9846
S4 0.9846 0.9846 0.9846
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0278 1.0188 0.9900
R3 1.0142 1.0052 0.9862
R2 1.0006 1.0006 0.9850
R1 0.9916 0.9916 0.9837 0.9893
PP 0.9870 0.9870 0.9870 0.9859
S1 0.9780 0.9780 0.9813 0.9757
S2 0.9734 0.9734 0.9800
S3 0.9598 0.9644 0.9788
S4 0.9462 0.9508 0.9750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9961 0.9825 0.0136 1.4% 0.0005 0.1% 15% False False
10 0.9980 0.9825 0.0155 1.6% 0.0024 0.2% 14% False False 2
20 1.0204 0.9825 0.0379 3.8% 0.0036 0.4% 6% False False 1
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 0.9846
2.618 0.9846
1.618 0.9846
1.000 0.9846
0.618 0.9846
HIGH 0.9846
0.618 0.9846
0.500 0.9846
0.382 0.9846
LOW 0.9846
0.618 0.9846
1.000 0.9846
1.618 0.9846
2.618 0.9846
4.250 0.9846
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 0.9846 0.9843
PP 0.9846 0.9841
S1 0.9846 0.9838

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

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