CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 0.9917 0.9889 -0.0028 -0.3% 0.9926
High 0.9956 0.9889 -0.0067 -0.7% 0.9956
Low 0.9917 0.9818 -0.0099 -1.0% 0.9818
Close 0.9927 0.9818 -0.0109 -1.1% 0.9818
Range 0.0039 0.0071 0.0032 82.1% 0.0138
ATR 0.0057 0.0061 0.0004 6.5% 0.0000
Volume 23 19 -4 -17.4% 124
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0055 1.0007 0.9857
R3 0.9984 0.9936 0.9838
R2 0.9913 0.9913 0.9831
R1 0.9865 0.9865 0.9825 0.9854
PP 0.9842 0.9842 0.9842 0.9836
S1 0.9794 0.9794 0.9811 0.9782
S2 0.9771 0.9771 0.9805
S3 0.9700 0.9723 0.9798
S4 0.9629 0.9652 0.9779
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0278 1.0186 0.9894
R3 1.0140 1.0048 0.9856
R2 1.0002 1.0002 0.9843
R1 0.9910 0.9910 0.9831 0.9887
PP 0.9864 0.9864 0.9864 0.9853
S1 0.9772 0.9772 0.9805 0.9749
S2 0.9726 0.9726 0.9793
S3 0.9588 0.9634 0.9780
S4 0.9450 0.9496 0.9742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9956 0.9818 0.0138 1.4% 0.0041 0.4% 0% False True 24
10 1.0100 0.9818 0.0282 2.9% 0.0047 0.5% 0% False True 31
20 1.0173 0.9818 0.0355 3.6% 0.0048 0.5% 0% False True 26
40 1.0303 0.9818 0.0485 4.9% 0.0042 0.4% 0% False True 18
60 1.0303 0.9818 0.0485 4.9% 0.0040 0.4% 0% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0191
2.618 1.0075
1.618 1.0004
1.000 0.9960
0.618 0.9933
HIGH 0.9889
0.618 0.9862
0.500 0.9854
0.382 0.9845
LOW 0.9818
0.618 0.9774
1.000 0.9747
1.618 0.9703
2.618 0.9632
4.250 0.9516
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 0.9854 0.9887
PP 0.9842 0.9864
S1 0.9830 0.9841

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

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