CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 1.0158 1.0173 0.0015 0.1% 1.0146
High 1.0205 1.0173 -0.0032 -0.3% 1.0214
Low 1.0158 1.0078 -0.0080 -0.8% 1.0143
Close 1.0205 1.0078 -0.0127 -1.2% 1.0214
Range 0.0047 0.0095 0.0048 102.1% 0.0071
ATR 0.0060 0.0064 0.0005 8.1% 0.0000
Volume 2 2 0 0.0% 73
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0395 1.0331 1.0130
R3 1.0300 1.0236 1.0104
R2 1.0205 1.0205 1.0095
R1 1.0141 1.0141 1.0087 1.0126
PP 1.0110 1.0110 1.0110 1.0102
S1 1.0046 1.0046 1.0069 1.0031
S2 1.0015 1.0015 1.0061
S3 0.9920 0.9951 1.0052
S4 0.9825 0.9856 1.0026
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 1.0078 0.0138 1.4% 0.0038 0.4% 0% False True 3
10 1.0216 1.0078 0.0138 1.4% 0.0033 0.3% 0% False True 9
20 1.0303 0.9884 0.0419 4.2% 0.0041 0.4% 46% False False 10
40 1.0303 0.9825 0.0478 4.7% 0.0038 0.4% 53% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0577
2.618 1.0422
1.618 1.0327
1.000 1.0268
0.618 1.0232
HIGH 1.0173
0.618 1.0137
0.500 1.0126
0.382 1.0114
LOW 1.0078
0.618 1.0019
1.000 0.9983
1.618 0.9924
2.618 0.9829
4.250 0.9674
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 1.0126 1.0142
PP 1.0110 1.0120
S1 1.0094 1.0099

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

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