CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 1.0411 1.0364 -0.0047 -0.5% 1.0467
High 1.0411 1.0364 -0.0047 -0.5% 1.0467
Low 1.0411 1.0364 -0.0047 -0.5% 1.0359
Close 1.0411 1.0364 -0.0047 -0.5% 1.0364
Range
ATR 0.0043 0.0043 0.0000 0.7% 0.0000
Volume
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 1.0364 1.0364 1.0364
R3 1.0364 1.0364 1.0364
R2 1.0364 1.0364 1.0364
R1 1.0364 1.0364 1.0364 1.0364
PP 1.0364 1.0364 1.0364 1.0364
S1 1.0364 1.0364 1.0364 1.0364
S2 1.0364 1.0364 1.0364
S3 1.0364 1.0364 1.0364
S4 1.0364 1.0364 1.0364
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 1.0721 1.0650 1.0423
R3 1.0613 1.0542 1.0394
R2 1.0505 1.0505 1.0384
R1 1.0434 1.0434 1.0374 1.0416
PP 1.0397 1.0397 1.0397 1.0387
S1 1.0326 1.0326 1.0354 1.0308
S2 1.0289 1.0289 1.0344
S3 1.0181 1.0218 1.0334
S4 1.0073 1.0110 1.0305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0467 1.0359 0.0108 1.0% 0.0011 0.1% 5% False False
10 1.0599 1.0359 0.0240 2.3% 0.0008 0.1% 2% False False
20 1.0599 1.0338 0.0261 2.5% 0.0010 0.1% 10% False False
40 1.0618 1.0338 0.0280 2.7% 0.0005 0.1% 9% False False
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 1.0364
2.618 1.0364
1.618 1.0364
1.000 1.0364
0.618 1.0364
HIGH 1.0364
0.618 1.0364
0.500 1.0364
0.382 1.0364
LOW 1.0364
0.618 1.0364
1.000 1.0364
1.618 1.0364
2.618 1.0364
4.250 1.0364
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 1.0364 1.0388
PP 1.0364 1.0380
S1 1.0364 1.0372

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

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