CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 0.9976 0.9935 -0.0041 -0.4% 1.0070
High 0.9976 0.9980 0.0004 0.0% 1.0103
Low 0.9913 0.9899 -0.0014 -0.1% 1.0028
Close 0.9913 0.9980 0.0067 0.7% 1.0034
Range 0.0063 0.0081 0.0018 28.6% 0.0075
ATR 0.0053 0.0055 0.0002 3.8% 0.0000
Volume 2 17 15 750.0% 1
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0196 1.0169 1.0025
R3 1.0115 1.0088 1.0002
R2 1.0034 1.0034 0.9995
R1 1.0007 1.0007 0.9987 1.0020
PP 0.9953 0.9953 0.9953 0.9960
S1 0.9926 0.9926 0.9973 0.9940
S2 0.9872 0.9872 0.9965
S3 0.9791 0.9845 0.9958
S4 0.9710 0.9764 0.9935
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0280 1.0232 1.0075
R3 1.0205 1.0157 1.0055
R2 1.0130 1.0130 1.0048
R1 1.0082 1.0082 1.0041 1.0069
PP 1.0055 1.0055 1.0055 1.0048
S1 1.0007 1.0007 1.0027 0.9994
S2 0.9980 0.9980 1.0020
S3 0.9905 0.9932 1.0013
S4 0.9830 0.9857 0.9993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 0.9899 0.0198 2.0% 0.0055 0.6% 41% False True 4
10 1.0150 0.9899 0.0251 2.5% 0.0052 0.5% 32% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0324
2.618 1.0192
1.618 1.0111
1.000 1.0061
0.618 1.0030
HIGH 0.9980
0.618 0.9949
0.500 0.9940
0.382 0.9930
LOW 0.9899
0.618 0.9849
1.000 0.9818
1.618 0.9768
2.618 0.9687
4.250 0.9555
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 0.9967 0.9967
PP 0.9953 0.9953
S1 0.9940 0.9940

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

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