CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 0.9926 0.9912 -0.0014 -0.1% 1.0010
High 0.9930 0.9912 -0.0018 -0.2% 1.0045
Low 0.9907 0.9872 -0.0035 -0.4% 0.9902
Close 0.9912 0.9891 -0.0021 -0.2% 0.9902
Range 0.0023 0.0040 0.0017 73.9% 0.0143
ATR 0.0062 0.0060 -0.0002 -2.5% 0.0000
Volume 31 3 -28 -90.3% 148
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0012 0.9991 0.9913
R3 0.9972 0.9951 0.9902
R2 0.9932 0.9932 0.9898
R1 0.9911 0.9911 0.9895 0.9902
PP 0.9892 0.9892 0.9892 0.9887
S1 0.9871 0.9871 0.9887 0.9862
S2 0.9852 0.9852 0.9884
S3 0.9812 0.9831 0.9880
S4 0.9772 0.9791 0.9869
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 1.0036 0.9872 0.0164 1.7% 0.0043 0.4% 12% False True 25
10 1.0100 0.9872 0.0228 2.3% 0.0036 0.4% 8% False True 25
20 1.0216 0.9872 0.0344 3.5% 0.0045 0.5% 6% False True 22
40 1.0303 0.9825 0.0478 4.8% 0.0039 0.4% 14% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0082
2.618 1.0017
1.618 0.9977
1.000 0.9952
0.618 0.9937
HIGH 0.9912
0.618 0.9897
0.500 0.9892
0.382 0.9887
LOW 0.9872
0.618 0.9847
1.000 0.9832
1.618 0.9807
2.618 0.9767
4.250 0.9702
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 0.9892 0.9907
PP 0.9892 0.9902
S1 0.9891 0.9896

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

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