CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 1.0373 1.0338 -0.0035 -0.3% 1.0493
High 1.0386 1.0338 -0.0048 -0.5% 1.0537
Low 1.0373 1.0338 -0.0035 -0.3% 1.0338
Close 1.0386 1.0338 -0.0048 -0.5% 1.0338
Range 0.0013 0.0000 -0.0013 -100.0% 0.0199
ATR 0.0038 0.0038 0.0001 2.0% 0.0000
Volume 1 0 -1 -100.0% 4
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0338 1.0338 1.0338
R3 1.0338 1.0338 1.0338
R2 1.0338 1.0338 1.0338
R1 1.0338 1.0338 1.0338 1.0338
PP 1.0338 1.0338 1.0338 1.0338
S1 1.0338 1.0338 1.0338 1.0338
S2 1.0338 1.0338 1.0338
S3 1.0338 1.0338 1.0338
S4 1.0338 1.0338 1.0338
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1001 1.0869 1.0447
R3 1.0802 1.0670 1.0393
R2 1.0603 1.0603 1.0374
R1 1.0471 1.0471 1.0356 1.0438
PP 1.0404 1.0404 1.0404 1.0388
S1 1.0272 1.0272 1.0320 1.0239
S2 1.0205 1.0205 1.0302
S3 1.0006 1.0073 1.0283
S4 0.9807 0.9874 1.0229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0537 1.0338 0.0199 1.9% 0.0025 0.2% 0% False True
10 1.0615 1.0338 0.0277 2.7% 0.0014 0.1% 0% False True
20 1.0618 1.0338 0.0280 2.7% 0.0007 0.1% 0% False True
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0338
2.618 1.0338
1.618 1.0338
1.000 1.0338
0.618 1.0338
HIGH 1.0338
0.618 1.0338
0.500 1.0338
0.382 1.0338
LOW 1.0338
0.618 1.0338
1.000 1.0338
1.618 1.0338
2.618 1.0338
4.250 1.0338
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 1.0338 1.0434
PP 1.0338 1.0402
S1 1.0338 1.0370

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

View Archives - Comment on this page... - Back to Index of Symbols