CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 0.9710 0.9738 0.0028 0.3% 0.9832
High 0.9764 0.9764 0.0000 0.0% 0.9920
Low 0.9699 0.9726 0.0027 0.3% 0.9669
Close 0.9731 0.9757 0.0026 0.3% 0.9731
Range 0.0065 0.0038 -0.0027 -41.5% 0.0251
ATR 0.0088 0.0085 -0.0004 -4.1% 0.0000
Volume 17,934 228 -17,706 -98.7% 162,718
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9863 0.9848 0.9778
R3 0.9825 0.9810 0.9767
R2 0.9787 0.9787 0.9764
R1 0.9772 0.9772 0.9760 0.9780
PP 0.9749 0.9749 0.9749 0.9753
S1 0.9734 0.9734 0.9754 0.9742
S2 0.9711 0.9711 0.9750
S3 0.9673 0.9696 0.9747
S4 0.9635 0.9658 0.9736
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0526 1.0380 0.9869
R3 1.0275 1.0129 0.9800
R2 1.0024 1.0024 0.9777
R1 0.9878 0.9878 0.9754 0.9826
PP 0.9773 0.9773 0.9773 0.9747
S1 0.9627 0.9627 0.9708 0.9575
S2 0.9522 0.9522 0.9685
S3 0.9271 0.9376 0.9662
S4 0.9020 0.9125 0.9593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9920 0.9669 0.0251 2.6% 0.0084 0.9% 35% False False 28,106
10 0.9985 0.9669 0.0316 3.2% 0.0081 0.8% 28% False False 26,357
20 0.9985 0.9669 0.0316 3.2% 0.0082 0.8% 28% False False 26,611
40 1.0493 0.9669 0.0824 8.4% 0.0085 0.9% 11% False False 27,205
60 1.0493 0.9669 0.0824 8.4% 0.0083 0.9% 11% False False 25,523
80 1.0493 0.9669 0.0824 8.4% 0.0083 0.8% 11% False False 21,577
100 1.0556 0.9669 0.0887 9.1% 0.0078 0.8% 10% False False 17,267
120 1.0556 0.9669 0.0887 9.1% 0.0073 0.7% 10% False False 14,390
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 34 trading days
Fibonacci Retracements and Extensions
4.250 0.9926
2.618 0.9863
1.618 0.9825
1.000 0.9802
0.618 0.9787
HIGH 0.9764
0.618 0.9749
0.500 0.9745
0.382 0.9741
LOW 0.9726
0.618 0.9703
1.000 0.9688
1.618 0.9665
2.618 0.9627
4.250 0.9564
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 0.9753 0.9750
PP 0.9749 0.9744
S1 0.9745 0.9737

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

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