CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 1.0111 1.0140 0.0029 0.3% 1.0125
High 1.0115 1.0140 0.0025 0.2% 1.0144
Low 1.0111 1.0055 -0.0056 -0.6% 0.9959
Close 1.0115 1.0074 -0.0041 -0.4% 1.0115
Range 0.0004 0.0085 0.0081 2,025.0% 0.0185
ATR 0.0067 0.0068 0.0001 1.9% 0.0000
Volume 27 13 -14 -51.9% 169
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0345 1.0294 1.0121
R3 1.0260 1.0209 1.0097
R2 1.0175 1.0175 1.0090
R1 1.0124 1.0124 1.0082 1.0107
PP 1.0090 1.0090 1.0090 1.0081
S1 1.0039 1.0039 1.0066 1.0022
S2 1.0005 1.0005 1.0058
S3 0.9920 0.9954 1.0051
S4 0.9835 0.9869 1.0027
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% 0.0058 0.6% 62% False False 35
10 1.0216 0.9959 0.0257 2.6% 0.0054 0.5% 45% False False 19
20 1.0303 0.9959 0.0344 3.4% 0.0040 0.4% 33% False False 16
40 1.0303 0.9825 0.0478 4.7% 0.0040 0.4% 52% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0501
2.618 1.0363
1.618 1.0278
1.000 1.0225
0.618 1.0193
HIGH 1.0140
0.618 1.0108
0.500 1.0098
0.382 1.0087
LOW 1.0055
0.618 1.0002
1.000 0.9970
1.618 0.9917
2.618 0.9832
4.250 0.9694
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 1.0098 1.0075
PP 1.0090 1.0074
S1 1.0082 1.0074

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

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