CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 1.0259 1.0123 -0.0136 -1.3% 1.0105
High 1.0259 1.0123 -0.0136 -1.3% 1.0265
Low 1.0259 1.0110 -0.0149 -1.5% 1.0105
Close 1.0259 1.0111 -0.0148 -1.4% 1.0265
Range 0.0000 0.0013 0.0013 0.0160
ATR 0.0068 0.0073 0.0006 8.6% 0.0000
Volume 0 4 4 59
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0154 1.0145 1.0118
R3 1.0141 1.0132 1.0115
R2 1.0128 1.0128 1.0113
R1 1.0119 1.0119 1.0112 1.0117
PP 1.0115 1.0115 1.0115 1.0114
S1 1.0106 1.0106 1.0110 1.0104
S2 1.0102 1.0102 1.0109
S3 1.0089 1.0093 1.0107
S4 1.0076 1.0080 1.0104
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0692 1.0638 1.0353
R3 1.0532 1.0478 1.0309
R2 1.0372 1.0372 1.0294
R1 1.0318 1.0318 1.0280 1.0345
PP 1.0212 1.0212 1.0212 1.0225
S1 1.0158 1.0158 1.0250 1.0185
S2 1.0052 1.0052 1.0236
S3 0.9892 0.9998 1.0221
S4 0.9732 0.9838 1.0177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0303 1.0110 0.0193 1.9% 0.0026 0.3% 1% False True 11
10 1.0303 1.0105 0.0198 2.0% 0.0017 0.2% 3% False False 10
20 1.0303 0.9825 0.0478 4.7% 0.0033 0.3% 60% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0178
2.618 1.0157
1.618 1.0144
1.000 1.0136
0.618 1.0131
HIGH 1.0123
0.618 1.0118
0.500 1.0117
0.382 1.0115
LOW 1.0110
0.618 1.0102
1.000 1.0097
1.618 1.0089
2.618 1.0076
4.250 1.0055
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 1.0117 1.0185
PP 1.0115 1.0160
S1 1.0113 1.0136

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

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