CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 0.9831 0.9861 0.0030 0.3% 0.9926
High 0.9890 0.9881 -0.0009 -0.1% 0.9956
Low 0.9830 0.9845 0.0015 0.2% 0.9818
Close 0.9868 0.9861 -0.0007 -0.1% 0.9818
Range 0.0060 0.0036 -0.0024 -40.0% 0.0138
ATR 0.0061 0.0060 -0.0002 -3.0% 0.0000
Volume 19 132 113 594.7% 124
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9970 0.9952 0.9881
R3 0.9934 0.9916 0.9871
R2 0.9898 0.9898 0.9868
R1 0.9880 0.9880 0.9864 0.9879
PP 0.9862 0.9862 0.9862 0.9862
S1 0.9844 0.9844 0.9858 0.9843
S2 0.9826 0.9826 0.9854
S3 0.9790 0.9808 0.9851
S4 0.9754 0.9772 0.9841
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% 0.0048 0.5% 31% False False 48
10 1.0036 0.9818 0.0218 2.2% 0.0045 0.5% 20% False False 36
20 1.0144 0.9818 0.0326 3.3% 0.0045 0.5% 13% False False 33
40 1.0303 0.9818 0.0485 4.9% 0.0036 0.4% 9% False False 21
60 1.0303 0.9818 0.0485 4.9% 0.0040 0.4% 9% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0034
2.618 0.9975
1.618 0.9939
1.000 0.9917
0.618 0.9903
HIGH 0.9881
0.618 0.9867
0.500 0.9863
0.382 0.9859
LOW 0.9845
0.618 0.9823
1.000 0.9809
1.618 0.9787
2.618 0.9751
4.250 0.9692
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 0.9863 0.9859
PP 0.9862 0.9856
S1 0.9862 0.9854

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

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