CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 0.9920 0.9961 0.0041 0.4% 1.0008
High 0.9920 0.9961 0.0041 0.4% 1.0055
Low 0.9920 0.9961 0.0041 0.4% 0.9899
Close 0.9920 0.9961 0.0041 0.4% 0.9925
Range
ATR 0.0051 0.0051 -0.0001 -1.4% 0.0000
Volume
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.9961 0.9961 0.9961
R3 0.9961 0.9961 0.9961
R2 0.9961 0.9961 0.9961
R1 0.9961 0.9961 0.9961 0.9961
PP 0.9961 0.9961 0.9961 0.9961
S1 0.9961 0.9961 0.9961 0.9961
S2 0.9961 0.9961 0.9961
S3 0.9961 0.9961 0.9961
S4 0.9961 0.9961 0.9961
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0428 1.0332 1.0011
R3 1.0272 1.0176 0.9968
R2 1.0116 1.0116 0.9954
R1 1.0020 1.0020 0.9939 0.9990
PP 0.9960 0.9960 0.9960 0.9945
S1 0.9864 0.9864 0.9911 0.9834
S2 0.9804 0.9804 0.9896
S3 0.9648 0.9708 0.9882
S4 0.9492 0.9552 0.9839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9980 0.9899 0.0081 0.8% 0.0039 0.4% 77% False False 4
10 1.0103 0.9899 0.0204 2.0% 0.0042 0.4% 30% False False 2
Crabel Price Patterns
NR False
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 0.0005
Fibonacci Retracements and Extensions
4.250 0.9961
2.618 0.9961
1.618 0.9961
1.000 0.9961
0.618 0.9961
HIGH 0.9961
0.618 0.9961
0.500 0.9961
0.382 0.9961
LOW 0.9961
0.618 0.9961
1.000 0.9961
1.618 0.9961
2.618 0.9961
4.250 0.9961
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 0.9961 0.9957
PP 0.9961 0.9952
S1 0.9961 0.9948

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

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