CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 1.0215 1.0196 -0.0019 -0.2% 1.0211
High 1.0215 1.0196 -0.0019 -0.2% 1.0211
Low 1.0215 1.0196 -0.0019 -0.2% 1.0178
Close 1.0215 1.0196 -0.0019 -0.2% 1.0186
Range
ATR 0.0035 0.0033 -0.0001 -3.2% 0.0000
Volume
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0196 1.0196 1.0196
R3 1.0196 1.0196 1.0196
R2 1.0196 1.0196 1.0196
R1 1.0196 1.0196 1.0196 1.0196
PP 1.0196 1.0196 1.0196 1.0196
S1 1.0196 1.0196 1.0196 1.0196
S2 1.0196 1.0196 1.0196
S3 1.0196 1.0196 1.0196
S4 1.0196 1.0196 1.0196
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.0291 1.0271 1.0204
R3 1.0258 1.0238 1.0195
R2 1.0225 1.0225 1.0192
R1 1.0205 1.0205 1.0189 1.0199
PP 1.0192 1.0192 1.0192 1.0188
S1 1.0172 1.0172 1.0183 1.0166
S2 1.0159 1.0159 1.0180
S3 1.0126 1.0139 1.0177
S4 1.0093 1.0106 1.0168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0215 1.0160 0.0055 0.5% 0.0000 0.0% 65% False False
10 1.0215 1.0160 0.0055 0.5% 0.0000 0.0% 65% False False
20 1.0467 1.0160 0.0307 3.0% 0.0004 0.0% 12% False False
40 1.0618 1.0160 0.0458 4.5% 0.0005 0.1% 8% False False
60 1.0618 1.0160 0.0458 4.5% 0.0004 0.0% 8% 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 1.0196
2.618 1.0196
1.618 1.0196
1.000 1.0196
0.618 1.0196
HIGH 1.0196
0.618 1.0196
0.500 1.0196
0.382 1.0196
LOW 1.0196
0.618 1.0196
1.000 1.0196
1.618 1.0196
2.618 1.0196
4.250 1.0196
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 1.0196 1.0193
PP 1.0196 1.0190
S1 1.0196 1.0188

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

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