CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 1.0040 1.0111 0.0071 0.7% 1.0125
High 1.0144 1.0115 -0.0029 -0.3% 1.0144
Low 1.0005 1.0111 0.0106 1.1% 0.9959
Close 1.0144 1.0115 -0.0029 -0.3% 1.0115
Range 0.0139 0.0004 -0.0135 -97.1% 0.0185
ATR 0.0070 0.0067 -0.0003 -3.8% 0.0000
Volume 23 27 4 17.4% 169
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0126 1.0124 1.0117
R3 1.0122 1.0120 1.0116
R2 1.0118 1.0118 1.0116
R1 1.0116 1.0116 1.0115 1.0117
PP 1.0114 1.0114 1.0114 1.0114
S1 1.0112 1.0112 1.0115 1.0113
S2 1.0110 1.0110 1.0114
S3 1.0106 1.0108 1.0114
S4 1.0102 1.0104 1.0113
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0628 1.0556 1.0217
R3 1.0443 1.0371 1.0166
R2 1.0258 1.0258 1.0149
R1 1.0186 1.0186 1.0132 1.0130
PP 1.0073 1.0073 1.0073 1.0044
S1 1.0001 1.0001 1.0098 0.9945
S2 0.9888 0.9888 1.0081
S3 0.9703 0.9816 1.0064
S4 0.9518 0.9631 1.0013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0144 0.9959 0.0185 1.8% 0.0055 0.5% 84% False False 33
10 1.0216 0.9959 0.0257 2.5% 0.0047 0.5% 61% False False 18
20 1.0303 0.9959 0.0344 3.4% 0.0038 0.4% 45% False False 17
40 1.0303 0.9825 0.0478 4.7% 0.0038 0.4% 61% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0132
2.618 1.0125
1.618 1.0121
1.000 1.0119
0.618 1.0117
HIGH 1.0115
0.618 1.0113
0.500 1.0113
0.382 1.0113
LOW 1.0111
0.618 1.0109
1.000 1.0107
1.618 1.0105
2.618 1.0101
4.250 1.0094
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 1.0114 1.0097
PP 1.0114 1.0079
S1 1.0113 1.0061

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

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