CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 0.9927 0.9926 -0.0001 0.0% 1.0010
High 0.9942 0.9930 -0.0012 -0.1% 1.0045
Low 0.9902 0.9907 0.0005 0.1% 0.9902
Close 0.9902 0.9912 0.0010 0.1% 0.9902
Range 0.0040 0.0023 -0.0017 -42.5% 0.0143
ATR 0.0064 0.0062 -0.0003 -4.0% 0.0000
Volume 18 31 13 72.2% 148
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9985 0.9972 0.9925
R3 0.9962 0.9949 0.9918
R2 0.9939 0.9939 0.9916
R1 0.9926 0.9926 0.9914 0.9921
PP 0.9916 0.9916 0.9916 0.9914
S1 0.9903 0.9903 0.9910 0.9898
S2 0.9893 0.9893 0.9908
S3 0.9870 0.9880 0.9906
S4 0.9847 0.9857 0.9899
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0379 1.0283 0.9981
R3 1.0236 1.0140 0.9941
R2 1.0093 1.0093 0.9928
R1 0.9997 0.9997 0.9915 0.9974
PP 0.9950 0.9950 0.9950 0.9938
S1 0.9854 0.9854 0.9889 0.9831
S2 0.9807 0.9807 0.9876
S3 0.9664 0.9711 0.9863
S4 0.9521 0.9568 0.9823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0045 0.9902 0.0143 1.4% 0.0045 0.5% 7% False False 35
10 1.0140 0.9902 0.0238 2.4% 0.0041 0.4% 4% False False 26
20 1.0216 0.9902 0.0314 3.2% 0.0044 0.4% 3% False False 22
40 1.0303 0.9825 0.0478 4.8% 0.0038 0.4% 18% False False 16
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 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0028
2.618 0.9990
1.618 0.9967
1.000 0.9953
0.618 0.9944
HIGH 0.9930
0.618 0.9921
0.500 0.9919
0.382 0.9916
LOW 0.9907
0.618 0.9893
1.000 0.9884
1.618 0.9870
2.618 0.9847
4.250 0.9809
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 0.9919 0.9965
PP 0.9916 0.9947
S1 0.9914 0.9930

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

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