CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 1.0171 1.0262 0.0091 0.9% 0.9842
High 1.0171 1.0262 0.0091 0.9% 1.0214
Low 1.0171 1.0262 0.0091 0.9% 0.9842
Close 1.0171 1.0262 0.0091 0.9% 1.0130
Range
ATR 0.0067 0.0069 0.0002 2.5% 0.0000
Volume 0 8 8 18
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0262 1.0262 1.0262
R3 1.0262 1.0262 1.0262
R2 1.0262 1.0262 1.0262
R1 1.0262 1.0262 1.0262 1.0262
PP 1.0262 1.0262 1.0262 1.0262
S1 1.0262 1.0262 1.0262 1.0262
S2 1.0262 1.0262 1.0262
S3 1.0262 1.0262 1.0262
S4 1.0262 1.0262 1.0262
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 1.0262 0.9884 0.0378 3.7% 0.0066 0.6% 100% True False 5
10 1.0262 0.9825 0.0437 4.3% 0.0036 0.3% 100% True False 2
20 1.0262 0.9825 0.0437 4.3% 0.0039 0.4% 100% True 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 1.0262
2.618 1.0262
1.618 1.0262
1.000 1.0262
0.618 1.0262
HIGH 1.0262
0.618 1.0262
0.500 1.0262
0.382 1.0262
LOW 1.0262
0.618 1.0262
1.000 1.0262
1.618 1.0262
2.618 1.0262
4.250 1.0262
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 1.0262 1.0236
PP 1.0262 1.0210
S1 1.0262 1.0184

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

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