CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 1.0130 1.0105 -0.0025 -0.2% 0.9842
High 1.0130 1.0105 -0.0025 -0.2% 1.0214
Low 1.0130 1.0105 -0.0025 -0.2% 0.9842
Close 1.0130 1.0105 -0.0025 -0.2% 1.0130
Range
ATR 0.0071 0.0067 -0.0003 -4.6% 0.0000
Volume
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0105 1.0105 1.0105
R3 1.0105 1.0105 1.0105
R2 1.0105 1.0105 1.0105
R1 1.0105 1.0105 1.0105 1.0105
PP 1.0105 1.0105 1.0105 1.0105
S1 1.0105 1.0105 1.0105 1.0105
S2 1.0105 1.0105 1.0105
S3 1.0105 1.0105 1.0105
S4 1.0105 1.0105 1.0105
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1178 1.1026 1.0335
R3 1.0806 1.0654 1.0232
R2 1.0434 1.0434 1.0198
R1 1.0282 1.0282 1.0164 1.0358
PP 1.0062 1.0062 1.0062 1.0100
S1 0.9910 0.9910 1.0096 0.9986
S2 0.9690 0.9690 1.0062
S3 0.9318 0.9538 1.0028
S4 0.8946 0.9166 0.9925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0214 0.9846 0.0368 3.6% 0.0066 0.7% 70% False False 3
10 1.0214 0.9825 0.0389 3.8% 0.0036 0.4% 72% False False 2
20 1.0214 0.9825 0.0389 3.8% 0.0041 0.4% 72% False False 2
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 1.0105
1.618 1.0105
1.000 1.0105
0.618 1.0105
HIGH 1.0105
0.618 1.0105
0.500 1.0105
0.382 1.0105
LOW 1.0105
0.618 1.0105
1.000 1.0105
1.618 1.0105
2.618 1.0105
4.250 1.0105
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 1.0105 1.0086
PP 1.0105 1.0068
S1 1.0105 1.0049

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

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