CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 1.0476 1.0491 0.0015 0.1% 1.0417
High 1.0476 1.0501 0.0025 0.2% 1.0533
Low 1.0476 1.0490 0.0014 0.1% 1.0417
Close 1.0476 1.0490 0.0014 0.1% 1.0486
Range 0.0000 0.0011 0.0011 0.0116
ATR 0.0042 0.0041 -0.0001 -2.9% 0.0000
Volume 0 41 41 28
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0527 1.0519 1.0496
R3 1.0516 1.0508 1.0493
R2 1.0505 1.0505 1.0492
R1 1.0497 1.0497 1.0491 1.0496
PP 1.0494 1.0494 1.0494 1.0493
S1 1.0486 1.0486 1.0489 1.0485
S2 1.0483 1.0483 1.0488
S3 1.0472 1.0475 1.0487
S4 1.0461 1.0464 1.0484
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0827 1.0772 1.0550
R3 1.0711 1.0656 1.0518
R2 1.0595 1.0595 1.0507
R1 1.0540 1.0540 1.0497 1.0568
PP 1.0479 1.0479 1.0479 1.0492
S1 1.0424 1.0424 1.0475 1.0452
S2 1.0363 1.0363 1.0465
S3 1.0247 1.0308 1.0454
S4 1.0131 1.0192 1.0422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0533 1.0476 0.0057 0.5% 0.0016 0.2% 25% False False 12
10 1.0533 1.0196 0.0337 3.2% 0.0017 0.2% 87% False False 7
20 1.0533 1.0160 0.0373 3.6% 0.0008 0.1% 88% False False 3
40 1.0599 1.0160 0.0439 4.2% 0.0009 0.1% 75% False False 1
60 1.0618 1.0160 0.0458 4.4% 0.0006 0.1% 72% False False 1
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0548
2.618 1.0530
1.618 1.0519
1.000 1.0512
0.618 1.0508
HIGH 1.0501
0.618 1.0497
0.500 1.0496
0.382 1.0494
LOW 1.0490
0.618 1.0483
1.000 1.0479
1.618 1.0472
2.618 1.0461
4.250 1.0443
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 1.0496 1.0498
PP 1.0494 1.0495
S1 1.0492 1.0493

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

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