CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 0.9843 0.9832 -0.0011 -0.1% 0.9846
High 0.9852 0.9880 0.0028 0.3% 0.9985
Low 0.9794 0.9808 0.0014 0.1% 0.9794
Close 0.9829 0.9861 0.0032 0.3% 0.9829
Range 0.0058 0.0072 0.0014 24.1% 0.0191
ATR 0.0086 0.0085 -0.0001 -1.2% 0.0000
Volume 23,018 22,415 -603 -2.6% 140,454
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0066 1.0035 0.9901
R3 0.9994 0.9963 0.9881
R2 0.9922 0.9922 0.9874
R1 0.9891 0.9891 0.9868 0.9907
PP 0.9850 0.9850 0.9850 0.9857
S1 0.9819 0.9819 0.9854 0.9835
S2 0.9778 0.9778 0.9848
S3 0.9706 0.9747 0.9841
S4 0.9634 0.9675 0.9821
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0442 1.0327 0.9934
R3 1.0251 1.0136 0.9882
R2 1.0060 1.0060 0.9864
R1 0.9945 0.9945 0.9847 0.9907
PP 0.9869 0.9869 0.9869 0.9851
S1 0.9754 0.9754 0.9811 0.9716
S2 0.9678 0.9678 0.9794
S3 0.9487 0.9563 0.9776
S4 0.9296 0.9372 0.9724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9985 0.9794 0.0191 1.9% 0.0079 0.8% 35% False False 24,608
10 0.9985 0.9794 0.0191 1.9% 0.0086 0.9% 35% False False 27,240
20 1.0135 0.9794 0.0341 3.5% 0.0083 0.8% 20% False False 26,840
40 1.0493 0.9794 0.0699 7.1% 0.0081 0.8% 10% False False 26,015
60 1.0493 0.9794 0.0699 7.1% 0.0082 0.8% 10% False False 24,996
80 1.0545 0.9794 0.0751 7.6% 0.0081 0.8% 9% False False 19,823
100 1.0556 0.9794 0.0762 7.7% 0.0077 0.8% 9% False False 15,862
120 1.0578 0.9794 0.0784 8.0% 0.0072 0.7% 9% False False 13,220
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0186
2.618 1.0068
1.618 0.9996
1.000 0.9952
0.618 0.9924
HIGH 0.9880
0.618 0.9852
0.500 0.9844
0.382 0.9836
LOW 0.9808
0.618 0.9764
1.000 0.9736
1.618 0.9692
2.618 0.9620
4.250 0.9502
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 0.9855 0.9890
PP 0.9850 0.9880
S1 0.9844 0.9871

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

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