CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 1.0085 1.0087 0.0002 0.0% 1.0132
High 1.0096 1.0125 0.0029 0.3% 1.0191
Low 1.0028 1.0068 0.0040 0.4% 1.0066
Close 1.0084 1.0092 0.0008 0.1% 1.0087
Range 0.0068 0.0057 -0.0011 -16.2% 0.0125
ATR 0.0070 0.0069 -0.0001 -1.3% 0.0000
Volume 25,957 18,519 -7,438 -28.7% 92,911
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0266 1.0236 1.0123
R3 1.0209 1.0179 1.0108
R2 1.0152 1.0152 1.0102
R1 1.0122 1.0122 1.0097 1.0137
PP 1.0095 1.0095 1.0095 1.0103
S1 1.0065 1.0065 1.0087 1.0080
S2 1.0038 1.0038 1.0082
S3 0.9981 1.0008 1.0076
S4 0.9924 0.9951 1.0061
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0490 1.0413 1.0156
R3 1.0365 1.0288 1.0121
R2 1.0240 1.0240 1.0110
R1 1.0163 1.0163 1.0098 1.0139
PP 1.0115 1.0115 1.0115 1.0103
S1 1.0038 1.0038 1.0076 1.0014
S2 0.9990 0.9990 1.0064
S3 0.9865 0.9913 1.0053
S4 0.9740 0.9788 1.0018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0191 1.0028 0.0163 1.6% 0.0060 0.6% 39% False False 21,413
10 1.0191 1.0028 0.0163 1.6% 0.0052 0.5% 39% False False 19,576
20 1.0420 0.9994 0.0426 4.2% 0.0080 0.8% 23% False False 22,765
40 1.0420 0.9994 0.0426 4.2% 0.0078 0.8% 23% False False 17,469
60 1.0556 0.9994 0.0562 5.6% 0.0072 0.7% 17% False False 11,656
80 1.0556 0.9994 0.0562 5.6% 0.0068 0.7% 17% False False 8,745
100 1.0578 0.9994 0.0584 5.8% 0.0061 0.6% 17% False False 6,997
120 1.0578 0.9994 0.0584 5.8% 0.0052 0.5% 17% False False 5,831
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0367
2.618 1.0274
1.618 1.0217
1.000 1.0182
0.618 1.0160
HIGH 1.0125
0.618 1.0103
0.500 1.0097
0.382 1.0090
LOW 1.0068
0.618 1.0033
1.000 1.0011
1.618 0.9976
2.618 0.9919
4.250 0.9826
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 1.0097 1.0087
PP 1.0095 1.0082
S1 1.0094 1.0077

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

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