CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 06-Dec-2016
Day Change Summary
Previous Current
05-Dec-2016 06-Dec-2016 Change Change % Previous Week
Open 0.9846 0.9942 0.0096 1.0% 0.9878
High 0.9956 0.9956 0.0000 0.0% 0.9973
Low 0.9813 0.9891 0.0078 0.8% 0.9809
Close 0.9942 0.9899 -0.0043 -0.4% 0.9899
Range 0.0143 0.0065 -0.0078 -54.5% 0.0164
ATR 0.0087 0.0086 -0.0002 -1.8% 0.0000
Volume 39,825 20,559 -19,266 -48.4% 135,261
Daily Pivots for day following 06-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0110 1.0070 0.9935
R3 1.0045 1.0005 0.9917
R2 0.9980 0.9980 0.9911
R1 0.9940 0.9940 0.9905 0.9928
PP 0.9915 0.9915 0.9915 0.9909
S1 0.9875 0.9875 0.9893 0.9863
S2 0.9850 0.9850 0.9887
S3 0.9785 0.9810 0.9881
S4 0.9720 0.9745 0.9863
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0386 1.0306 0.9989
R3 1.0222 1.0142 0.9944
R2 1.0058 1.0058 0.9929
R1 0.9978 0.9978 0.9914 1.0018
PP 0.9894 0.9894 0.9894 0.9914
S1 0.9814 0.9814 0.9884 0.9854
S2 0.9730 0.9730 0.9869
S3 0.9566 0.9650 0.9854
S4 0.9402 0.9486 0.9809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9973 0.9809 0.0164 1.7% 0.0092 0.9% 55% False False 30,204
10 0.9973 0.9809 0.0164 1.7% 0.0085 0.9% 55% False False 26,961
20 1.0493 0.9809 0.0684 6.9% 0.0093 0.9% 13% False False 28,784
40 1.0493 0.9809 0.0684 6.9% 0.0078 0.8% 13% False False 25,694
60 1.0493 0.9809 0.0684 6.9% 0.0083 0.8% 13% False False 24,492
80 1.0556 0.9809 0.0747 7.5% 0.0081 0.8% 12% False False 18,545
100 1.0556 0.9809 0.0747 7.5% 0.0076 0.8% 12% False False 14,837
120 1.0578 0.9809 0.0769 7.8% 0.0071 0.7% 12% False False 12,366
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0232
2.618 1.0126
1.618 1.0061
1.000 1.0021
0.618 0.9996
HIGH 0.9956
0.618 0.9931
0.500 0.9924
0.382 0.9916
LOW 0.9891
0.618 0.9851
1.000 0.9826
1.618 0.9786
2.618 0.9721
4.250 0.9615
Fisher Pivots for day following 06-Dec-2016
Pivot 1 day 3 day
R1 0.9924 0.9897
PP 0.9915 0.9895
S1 0.9907 0.9893

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

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