CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 1.0006 1.0016 0.0010 0.1% 1.0125
High 1.0006 1.0016 0.0010 0.1% 1.0144
Low 1.0006 0.9988 -0.0018 -0.2% 0.9959
Close 1.0006 1.0015 0.0009 0.1% 1.0115
Range 0.0000 0.0028 0.0028 0.0185
ATR 0.0064 0.0061 -0.0003 -4.0% 0.0000
Volume 0 7 7 169
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0090 1.0081 1.0030
R3 1.0062 1.0053 1.0023
R2 1.0034 1.0034 1.0020
R1 1.0025 1.0025 1.0018 1.0016
PP 1.0006 1.0006 1.0006 1.0002
S1 0.9997 0.9997 1.0012 0.9988
S2 0.9978 0.9978 1.0010
S3 0.9950 0.9969 1.0007
S4 0.9922 0.9941 1.0000
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 1.0140 0.9988 0.0152 1.5% 0.0025 0.3% 18% False True 14
10 1.0173 0.9959 0.0214 2.1% 0.0049 0.5% 26% False False 21
20 1.0259 0.9959 0.0300 3.0% 0.0037 0.4% 19% False False 15
40 1.0303 0.9825 0.0478 4.8% 0.0036 0.4% 40% False False 11
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0135
2.618 1.0089
1.618 1.0061
1.000 1.0044
0.618 1.0033
HIGH 1.0016
0.618 1.0005
0.500 1.0002
0.382 0.9999
LOW 0.9988
0.618 0.9971
1.000 0.9960
1.618 0.9943
2.618 0.9915
4.250 0.9869
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 1.0011 1.0019
PP 1.0006 1.0018
S1 1.0002 1.0016

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

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