CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 1.0173 1.0125 -0.0048 -0.5% 1.0216
High 1.0173 1.0125 -0.0048 -0.5% 1.0216
Low 1.0078 1.0053 -0.0025 -0.2% 1.0078
Close 1.0078 1.0053 -0.0025 -0.2% 1.0078
Range 0.0095 0.0072 -0.0023 -24.2% 0.0138
ATR 0.0064 0.0065 0.0001 0.8% 0.0000
Volume 2 3 1 50.0% 13
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0293 1.0245 1.0093
R3 1.0221 1.0173 1.0073
R2 1.0149 1.0149 1.0066
R1 1.0101 1.0101 1.0060 1.0089
PP 1.0077 1.0077 1.0077 1.0071
S1 1.0029 1.0029 1.0046 1.0017
S2 1.0005 1.0005 1.0040
S3 0.9933 0.9957 1.0033
S4 0.9861 0.9885 1.0013
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0538 1.0446 1.0154
R3 1.0400 1.0308 1.0116
R2 1.0262 1.0262 1.0103
R1 1.0170 1.0170 1.0091 1.0147
PP 1.0124 1.0124 1.0124 1.0113
S1 1.0032 1.0032 1.0065 1.0009
S2 0.9986 0.9986 1.0053
S3 0.9848 0.9894 1.0040
S4 0.9710 0.9756 1.0002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0216 1.0053 0.0163 1.6% 0.0050 0.5% 0% False True 3
10 1.0216 1.0053 0.0163 1.6% 0.0039 0.4% 0% False True 9
20 1.0303 1.0053 0.0250 2.5% 0.0028 0.3% 0% False True 9
40 1.0303 0.9825 0.0478 4.8% 0.0038 0.4% 48% False False 6
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0431
2.618 1.0313
1.618 1.0241
1.000 1.0197
0.618 1.0169
HIGH 1.0125
0.618 1.0097
0.500 1.0089
0.382 1.0081
LOW 1.0053
0.618 1.0009
1.000 0.9981
1.618 0.9937
2.618 0.9865
4.250 0.9747
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 1.0089 1.0129
PP 1.0077 1.0104
S1 1.0065 1.0078

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

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