CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 1.0526 1.0520 -0.0006 -0.1% 1.0160
High 1.0533 1.0520 -0.0013 -0.1% 1.0339
Low 1.0526 1.0490 -0.0036 -0.3% 1.0160
Close 1.0533 1.0490 -0.0043 -0.4% 1.0339
Range 0.0007 0.0030 0.0023 328.6% 0.0179
ATR 0.0046 0.0046 0.0000 -0.4% 0.0000
Volume 2 18 16 800.0% 1
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0590 1.0570 1.0507
R3 1.0560 1.0540 1.0498
R2 1.0530 1.0530 1.0496
R1 1.0510 1.0510 1.0493 1.0505
PP 1.0500 1.0500 1.0500 1.0498
S1 1.0480 1.0480 1.0487 1.0475
S2 1.0470 1.0470 1.0485
S3 1.0440 1.0450 1.0482
S4 1.0410 1.0420 1.0474
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 1.0252 0.0281 2.7% 0.0025 0.2% 85% False False 5
10 1.0533 1.0160 0.0373 3.6% 0.0012 0.1% 88% False False 2
20 1.0533 1.0160 0.0373 3.6% 0.0006 0.1% 88% False False 1
40 1.0599 1.0160 0.0439 4.2% 0.0008 0.1% 75% False False
60 1.0618 1.0160 0.0458 4.4% 0.0006 0.1% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0648
2.618 1.0599
1.618 1.0569
1.000 1.0550
0.618 1.0539
HIGH 1.0520
0.618 1.0509
0.500 1.0505
0.382 1.0501
LOW 1.0490
0.618 1.0471
1.000 1.0460
1.618 1.0441
2.618 1.0411
4.250 1.0363
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 1.0505 1.0499
PP 1.0500 1.0496
S1 1.0495 1.0493

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

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