CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 1.0140 1.0050 -0.0090 -0.9% 1.0125
High 1.0140 1.0050 -0.0090 -0.9% 1.0144
Low 1.0055 1.0040 -0.0015 -0.1% 0.9959
Close 1.0074 1.0045 -0.0029 -0.3% 1.0115
Range 0.0085 0.0010 -0.0075 -88.2% 0.0185
ATR 0.0068 0.0066 -0.0002 -3.6% 0.0000
Volume 13 25 12 92.3% 169
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0075 1.0070 1.0051
R3 1.0065 1.0060 1.0048
R2 1.0055 1.0055 1.0047
R1 1.0050 1.0050 1.0046 1.0048
PP 1.0045 1.0045 1.0045 1.0044
S1 1.0040 1.0040 1.0044 1.0038
S2 1.0035 1.0035 1.0043
S3 1.0025 1.0030 1.0042
S4 1.0015 1.0020 1.0040
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 0.9978 0.0166 1.7% 0.0054 0.5% 40% False False 25
10 1.0205 0.9959 0.0246 2.4% 0.0052 0.5% 35% False False 21
20 1.0303 0.9959 0.0344 3.4% 0.0038 0.4% 25% False False 16
40 1.0303 0.9825 0.0478 4.8% 0.0038 0.4% 46% False False 11
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0093
2.618 1.0076
1.618 1.0066
1.000 1.0060
0.618 1.0056
HIGH 1.0050
0.618 1.0046
0.500 1.0045
0.382 1.0044
LOW 1.0040
0.618 1.0034
1.000 1.0030
1.618 1.0024
2.618 1.0014
4.250 0.9998
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 1.0045 1.0090
PP 1.0045 1.0075
S1 1.0045 1.0060

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

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