CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 1.0320 1.0298 -0.0022 -0.2% 1.0269
High 1.0327 1.0307 -0.0020 -0.2% 1.0327
Low 1.0243 1.0245 0.0002 0.0% 1.0194
Close 1.0290 1.0261 -0.0029 -0.3% 1.0261
Range 0.0084 0.0062 -0.0022 -26.2% 0.0133
ATR 0.0056 0.0056 0.0000 0.8% 0.0000
Volume 2 14 12 600.0% 50
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0457 1.0421 1.0295
R3 1.0395 1.0359 1.0278
R2 1.0333 1.0333 1.0272
R1 1.0297 1.0297 1.0267 1.0284
PP 1.0271 1.0271 1.0271 1.0265
S1 1.0235 1.0235 1.0255 1.0222
S2 1.0209 1.0209 1.0250
S3 1.0147 1.0173 1.0244
S4 1.0085 1.0111 1.0227
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0660 1.0593 1.0334
R3 1.0527 1.0460 1.0298
R2 1.0394 1.0394 1.0285
R1 1.0327 1.0327 1.0273 1.0294
PP 1.0261 1.0261 1.0261 1.0244
S1 1.0194 1.0194 1.0249 1.0161
S2 1.0128 1.0128 1.0237
S3 0.9995 1.0061 1.0224
S4 0.9862 0.9928 1.0188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0327 1.0194 0.0133 1.3% 0.0050 0.5% 50% False False 10
10 1.0365 1.0194 0.0171 1.7% 0.0037 0.4% 39% False False 9
20 1.0578 1.0194 0.0384 3.7% 0.0045 0.4% 17% False False 9
40 1.0578 1.0160 0.0418 4.1% 0.0029 0.3% 24% False False 7
60 1.0599 1.0160 0.0439 4.3% 0.0021 0.2% 23% False False 4
80 1.0618 1.0160 0.0458 4.5% 0.0017 0.2% 22% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0571
2.618 1.0469
1.618 1.0407
1.000 1.0369
0.618 1.0345
HIGH 1.0307
0.618 1.0283
0.500 1.0276
0.382 1.0269
LOW 1.0245
0.618 1.0207
1.000 1.0183
1.618 1.0145
2.618 1.0083
4.250 0.9982
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 1.0276 1.0261
PP 1.0271 1.0261
S1 1.0266 1.0261

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

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