CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 1.0019 1.0007 -0.0012 -0.1% 1.0140
High 1.0036 1.0028 -0.0008 -0.1% 1.0140
Low 1.0010 0.9942 -0.0068 -0.7% 0.9988
Close 1.0019 0.9994 -0.0025 -0.2% 1.0047
Range 0.0026 0.0086 0.0060 230.8% 0.0152
ATR 0.0060 0.0062 0.0002 3.0% 0.0000
Volume 24 50 26 108.3% 90
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0246 1.0206 1.0041
R3 1.0160 1.0120 1.0018
R2 1.0074 1.0074 1.0010
R1 1.0034 1.0034 1.0002 1.0011
PP 0.9988 0.9988 0.9988 0.9977
S1 0.9948 0.9948 0.9986 0.9925
S2 0.9902 0.9902 0.9978
S3 0.9816 0.9862 0.9970
S4 0.9730 0.9776 0.9947
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0514 1.0433 1.0131
R3 1.0362 1.0281 1.0089
R2 1.0210 1.0210 1.0075
R1 1.0129 1.0129 1.0061 1.0094
PP 1.0058 1.0058 1.0058 1.0041
S1 0.9977 0.9977 1.0033 0.9942
S2 0.9906 0.9906 1.0019
S3 0.9754 0.9825 1.0005
S4 0.9602 0.9673 0.9963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0100 0.9942 0.0158 1.6% 0.0050 0.5% 33% False True 36
10 1.0144 0.9942 0.0202 2.0% 0.0049 0.5% 26% False True 27
20 1.0216 0.9942 0.0274 2.7% 0.0044 0.4% 19% False True 23
40 1.0303 0.9825 0.0478 4.8% 0.0037 0.4% 35% False False 14
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 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0393
2.618 1.0253
1.618 1.0167
1.000 1.0114
0.618 1.0081
HIGH 1.0028
0.618 0.9995
0.500 0.9985
0.382 0.9975
LOW 0.9942
0.618 0.9889
1.000 0.9856
1.618 0.9803
2.618 0.9717
4.250 0.9577
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 0.9991 0.9994
PP 0.9988 0.9994
S1 0.9985 0.9994

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

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