CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 1.0199 1.0216 0.0017 0.2% 1.0146
High 1.0214 1.0216 0.0002 0.0% 1.0214
Low 1.0199 1.0194 -0.0005 0.0% 1.0143
Close 1.0214 1.0208 -0.0006 -0.1% 1.0214
Range 0.0015 0.0022 0.0007 46.7% 0.0071
ATR 0.0065 0.0062 -0.0003 -4.7% 0.0000
Volume 5 2 -3 -60.0% 73
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0272 1.0262 1.0220
R3 1.0250 1.0240 1.0214
R2 1.0228 1.0228 1.0212
R1 1.0218 1.0218 1.0210 1.0212
PP 1.0206 1.0206 1.0206 1.0203
S1 1.0196 1.0196 1.0206 1.0190
S2 1.0184 1.0184 1.0204
S3 1.0162 1.0174 1.0202
S4 1.0140 1.0152 1.0196
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0403 1.0380 1.0253
R3 1.0332 1.0309 1.0234
R2 1.0261 1.0261 1.0227
R1 1.0238 1.0238 1.0221 1.0250
PP 1.0190 1.0190 1.0190 1.0196
S1 1.0167 1.0167 1.0207 1.0179
S2 1.0119 1.0119 1.0201
S3 1.0048 1.0096 1.0194
S4 0.9977 1.0025 1.0175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0216 1.0143 0.0073 0.7% 0.0025 0.2% 89% True False 15
10 1.0303 1.0110 0.0193 1.9% 0.0024 0.2% 51% False False 12
20 1.0303 0.9842 0.0461 4.5% 0.0033 0.3% 79% False False 9
40 1.0303 0.9825 0.0478 4.7% 0.0035 0.3% 80% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0310
2.618 1.0274
1.618 1.0252
1.000 1.0238
0.618 1.0230
HIGH 1.0216
0.618 1.0208
0.500 1.0205
0.382 1.0202
LOW 1.0194
0.618 1.0180
1.000 1.0172
1.618 1.0158
2.618 1.0136
4.250 1.0101
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 1.0207 1.0199
PP 1.0206 1.0189
S1 1.0205 1.0180

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

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