CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 0.9978 1.0040 0.0062 0.6% 1.0216
High 1.0009 1.0144 0.0135 1.3% 1.0216
Low 0.9978 1.0005 0.0027 0.3% 1.0078
Close 1.0009 1.0144 0.0135 1.3% 1.0078
Range 0.0031 0.0139 0.0108 348.4% 0.0138
ATR 0.0064 0.0070 0.0005 8.3% 0.0000
Volume 38 23 -15 -39.5% 13
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0515 1.0468 1.0220
R3 1.0376 1.0329 1.0182
R2 1.0237 1.0237 1.0169
R1 1.0190 1.0190 1.0157 1.0214
PP 1.0098 1.0098 1.0098 1.0109
S1 1.0051 1.0051 1.0131 1.0075
S2 0.9959 0.9959 1.0119
S3 0.9820 0.9912 1.0106
S4 0.9681 0.9773 1.0068
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 1.0173 0.9959 0.0214 2.1% 0.0073 0.7% 86% False False 28
10 1.0216 0.9959 0.0257 2.5% 0.0050 0.5% 72% False False 22
20 1.0303 0.9959 0.0344 3.4% 0.0038 0.4% 54% False False 16
40 1.0303 0.9825 0.0478 4.7% 0.0039 0.4% 67% False False 9
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 0.0006
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0735
2.618 1.0508
1.618 1.0369
1.000 1.0283
0.618 1.0230
HIGH 1.0144
0.618 1.0091
0.500 1.0075
0.382 1.0058
LOW 1.0005
0.618 0.9919
1.000 0.9866
1.618 0.9780
2.618 0.9641
4.250 0.9414
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 1.0121 1.0113
PP 1.0098 1.0082
S1 1.0075 1.0052

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

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