CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 1.0465 1.0526 0.0061 0.6% 1.0160
High 1.0465 1.0533 0.0068 0.6% 1.0339
Low 1.0465 1.0526 0.0061 0.6% 1.0160
Close 1.0465 1.0533 0.0068 0.6% 1.0339
Range 0.0000 0.0007 0.0007 0.0179
ATR 0.0044 0.0046 0.0002 3.9% 0.0000
Volume 0 2 2 1
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0552 1.0549 1.0537
R3 1.0545 1.0542 1.0535
R2 1.0538 1.0538 1.0534
R1 1.0535 1.0535 1.0534 1.0537
PP 1.0531 1.0531 1.0531 1.0531
S1 1.0528 1.0528 1.0532 1.0530
S2 1.0524 1.0524 1.0532
S3 1.0517 1.0521 1.0531
S4 1.0510 1.0514 1.0529
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0816 1.0757 1.0437
R3 1.0637 1.0578 1.0388
R2 1.0458 1.0458 1.0372
R1 1.0399 1.0399 1.0355 1.0429
PP 1.0279 1.0279 1.0279 1.0294
S1 1.0220 1.0220 1.0323 1.0250
S2 1.0100 1.0100 1.0306
S3 0.9921 1.0041 1.0290
S4 0.9742 0.9862 1.0241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0533 1.0196 0.0337 3.2% 0.0019 0.2% 100% True False 2
10 1.0533 1.0160 0.0373 3.5% 0.0009 0.1% 100% True False 1
20 1.0533 1.0160 0.0373 3.5% 0.0005 0.0% 100% True False
40 1.0599 1.0160 0.0439 4.2% 0.0008 0.1% 85% False False
60 1.0618 1.0160 0.0458 4.3% 0.0005 0.1% 81% False False
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0563
2.618 1.0551
1.618 1.0544
1.000 1.0540
0.618 1.0537
HIGH 1.0533
0.618 1.0530
0.500 1.0530
0.382 1.0529
LOW 1.0526
0.618 1.0522
1.000 1.0519
1.618 1.0515
2.618 1.0508
4.250 1.0496
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 1.0532 1.0514
PP 1.0531 1.0494
S1 1.0530 1.0475

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

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