CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 0.9889 0.9831 -0.0058 -0.6% 0.9926
High 0.9889 0.9890 0.0001 0.0% 0.9956
Low 0.9818 0.9830 0.0012 0.1% 0.9818
Close 0.9818 0.9868 0.0050 0.5% 0.9818
Range 0.0071 0.0060 -0.0011 -15.5% 0.0138
ATR 0.0061 0.0061 0.0001 1.3% 0.0000
Volume 19 19 0 0.0% 124
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0043 1.0015 0.9901
R3 0.9983 0.9955 0.9885
R2 0.9923 0.9923 0.9879
R1 0.9895 0.9895 0.9874 0.9909
PP 0.9863 0.9863 0.9863 0.9870
S1 0.9835 0.9835 0.9863 0.9849
S2 0.9803 0.9803 0.9857
S3 0.9743 0.9775 0.9852
S4 0.9683 0.9715 0.9835
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% 0.0049 0.5% 36% False False 22
10 1.0045 0.9818 0.0227 2.3% 0.0047 0.5% 22% False False 29
20 1.0144 0.9818 0.0326 3.3% 0.0046 0.5% 15% False False 27
40 1.0303 0.9818 0.0485 4.9% 0.0044 0.4% 10% False False 18
60 1.0303 0.9818 0.0485 4.9% 0.0041 0.4% 10% False False 13
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 1.0145
2.618 1.0047
1.618 0.9987
1.000 0.9950
0.618 0.9927
HIGH 0.9890
0.618 0.9867
0.500 0.9860
0.382 0.9853
LOW 0.9830
0.618 0.9793
1.000 0.9770
1.618 0.9733
2.618 0.9673
4.250 0.9575
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 0.9865 0.9887
PP 0.9863 0.9881
S1 0.9860 0.9874

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

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