CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 0.9912 0.9899 -0.0013 -0.1% 1.0010
High 0.9912 0.9926 0.0014 0.1% 1.0045
Low 0.9872 0.9892 0.0020 0.2% 0.9902
Close 0.9891 0.9921 0.0030 0.3% 0.9902
Range 0.0040 0.0034 -0.0006 -15.0% 0.0143
ATR 0.0060 0.0058 -0.0002 -3.0% 0.0000
Volume 3 48 45 1,500.0% 148
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0015 1.0002 0.9940
R3 0.9981 0.9968 0.9930
R2 0.9947 0.9947 0.9927
R1 0.9934 0.9934 0.9924 0.9940
PP 0.9913 0.9913 0.9913 0.9916
S1 0.9900 0.9900 0.9918 0.9907
S2 0.9879 0.9879 0.9915
S3 0.9845 0.9866 0.9912
S4 0.9811 0.9832 0.9902
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 1.0028 0.9872 0.0156 1.6% 0.0045 0.4% 31% False False 30
10 1.0100 0.9872 0.0228 2.3% 0.0039 0.4% 21% False False 28
20 1.0205 0.9872 0.0333 3.4% 0.0046 0.5% 15% False False 25
40 1.0303 0.9842 0.0461 4.6% 0.0039 0.4% 17% False False 17
60 1.0303 0.9825 0.0478 4.8% 0.0039 0.4% 20% False False 12
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0070
2.618 1.0015
1.618 0.9981
1.000 0.9960
0.618 0.9947
HIGH 0.9926
0.618 0.9913
0.500 0.9909
0.382 0.9905
LOW 0.9892
0.618 0.9871
1.000 0.9858
1.618 0.9837
2.618 0.9803
4.250 0.9748
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 0.9917 0.9914
PP 0.9913 0.9908
S1 0.9909 0.9901

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

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