CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 1.0354 1.0349 -0.0005 0.0% 1.0226
High 1.0354 1.0360 0.0006 0.1% 1.0454
Low 1.0351 1.0338 -0.0013 -0.1% 1.0135
Close 1.0354 1.0349 -0.0005 0.0% 1.0407
Range 0.0003 0.0022 0.0019 633.3% 0.0319
ATR 0.0069 0.0066 -0.0003 -4.9% 0.0000
Volume 0 1 1 65
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0415 1.0404 1.0361
R3 1.0393 1.0382 1.0355
R2 1.0371 1.0371 1.0353
R1 1.0360 1.0360 1.0351 1.0360
PP 1.0349 1.0349 1.0349 1.0349
S1 1.0338 1.0338 1.0347 1.0338
S2 1.0327 1.0327 1.0345
S3 1.0305 1.0316 1.0343
S4 1.0283 1.0294 1.0337
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1289 1.1167 1.0582
R3 1.0970 1.0848 1.0495
R2 1.0651 1.0651 1.0465
R1 1.0529 1.0529 1.0436 1.0590
PP 1.0332 1.0332 1.0332 1.0363
S1 1.0210 1.0210 1.0378 1.0271
S2 1.0013 1.0013 1.0349
S3 0.9694 0.9891 1.0319
S4 0.9375 0.9572 1.0232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0458 1.0274 0.0184 1.8% 0.0059 0.6% 41% False False 14
10 1.0458 1.0135 0.0323 3.1% 0.0061 0.6% 66% False False 10
20 1.0458 1.0135 0.0323 3.1% 0.0052 0.5% 66% False False 9
40 1.0578 1.0135 0.0443 4.3% 0.0045 0.4% 48% False False 10
60 1.0578 1.0135 0.0443 4.3% 0.0032 0.3% 48% False False 6
80 1.0599 1.0135 0.0464 4.5% 0.0027 0.3% 46% False False 5
100 1.0618 1.0135 0.0483 4.7% 0.0021 0.2% 44% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0418
1.618 1.0396
1.000 1.0382
0.618 1.0374
HIGH 1.0360
0.618 1.0352
0.500 1.0349
0.382 1.0346
LOW 1.0338
0.618 1.0324
1.000 1.0316
1.618 1.0302
2.618 1.0280
4.250 1.0245
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 1.0349 1.0398
PP 1.0349 1.0382
S1 1.0349 1.0365

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

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