CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 0.9846 0.9925 0.0079 0.8% 0.9920
High 0.9846 0.9925 0.0079 0.8% 0.9961
Low 0.9846 0.9925 0.0079 0.8% 0.9825
Close 0.9846 0.9925 0.0079 0.8% 0.9825
Range
ATR 0.0047 0.0049 0.0002 4.8% 0.0000
Volume
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.9925 0.9925 0.9925
R3 0.9925 0.9925 0.9925
R2 0.9925 0.9925 0.9925
R1 0.9925 0.9925 0.9925 0.9925
PP 0.9925 0.9925 0.9925 0.9925
S1 0.9925 0.9925 0.9925 0.9925
S2 0.9925 0.9925 0.9925
S3 0.9925 0.9925 0.9925
S4 0.9925 0.9925 0.9925
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 0.9925 0.9825 0.0100 1.0% 0.0005 0.1% 100% True False
10 0.9980 0.9825 0.0155 1.6% 0.0022 0.2% 65% False False 2
20 1.0204 0.9825 0.0379 3.8% 0.0035 0.4% 26% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 0.9925
2.618 0.9925
1.618 0.9925
1.000 0.9925
0.618 0.9925
HIGH 0.9925
0.618 0.9925
0.500 0.9925
0.382 0.9925
LOW 0.9925
0.618 0.9925
1.000 0.9925
1.618 0.9925
2.618 0.9925
4.250 0.9925
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 0.9925 0.9911
PP 0.9925 0.9897
S1 0.9925 0.9884

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

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