CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 0.9978 0.9978 0.0000 0.0% 1.0216
High 0.9989 1.0009 0.0020 0.2% 1.0216
Low 0.9959 0.9978 0.0019 0.2% 1.0078
Close 0.9989 1.0009 0.0020 0.2% 1.0078
Range 0.0030 0.0031 0.0001 3.3% 0.0138
ATR 0.0067 0.0064 -0.0003 -3.8% 0.0000
Volume 78 38 -40 -51.3% 13
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0092 1.0081 1.0026
R3 1.0061 1.0050 1.0018
R2 1.0030 1.0030 1.0015
R1 1.0019 1.0019 1.0012 1.0024
PP 0.9999 0.9999 0.9999 1.0001
S1 0.9988 0.9988 1.0006 0.9994
S2 0.9968 0.9968 1.0003
S3 0.9937 0.9957 1.0000
S4 0.9906 0.9926 0.9992
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 1.0205 0.9959 0.0246 2.5% 0.0055 0.5% 20% False False 24
10 1.0216 0.9959 0.0257 2.6% 0.0038 0.4% 19% False False 20
20 1.0303 0.9959 0.0344 3.4% 0.0031 0.3% 15% False False 15
40 1.0303 0.9825 0.0478 4.8% 0.0036 0.4% 38% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0141
2.618 1.0090
1.618 1.0059
1.000 1.0040
0.618 1.0028
HIGH 1.0009
0.618 0.9997
0.500 0.9994
0.382 0.9990
LOW 0.9978
0.618 0.9959
1.000 0.9947
1.618 0.9928
2.618 0.9897
4.250 0.9846
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 1.0004 1.0042
PP 0.9999 1.0031
S1 0.9994 1.0020

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

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