CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 1.0019 1.0123 0.0104 1.0% 0.9831
High 1.0130 1.0143 0.0013 0.1% 1.0143
Low 1.0013 1.0075 0.0062 0.6% 0.9830
Close 1.0128 1.0141 0.0013 0.1% 1.0141
Range 0.0117 0.0068 -0.0049 -41.9% 0.0313
ATR 0.0071 0.0070 0.0000 -0.3% 0.0000
Volume 372 69 -303 -81.5% 634
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0324 1.0300 1.0178
R3 1.0256 1.0232 1.0160
R2 1.0188 1.0188 1.0153
R1 1.0164 1.0164 1.0147 1.0176
PP 1.0120 1.0120 1.0120 1.0126
S1 1.0096 1.0096 1.0135 1.0108
S2 1.0052 1.0052 1.0129
S3 0.9984 1.0028 1.0122
S4 0.9916 0.9960 1.0104
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0977 1.0872 1.0313
R3 1.0664 1.0559 1.0227
R2 1.0351 1.0351 1.0198
R1 1.0246 1.0246 1.0170 1.0299
PP 1.0038 1.0038 1.0038 1.0064
S1 0.9933 0.9933 1.0112 0.9986
S2 0.9725 0.9725 1.0084
S3 0.9412 0.9620 1.0055
S4 0.9099 0.9307 0.9969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0143 0.9830 0.0313 3.1% 0.0078 0.8% 99% True False 126
10 1.0143 0.9818 0.0325 3.2% 0.0060 0.6% 99% True False 75
20 1.0143 0.9818 0.0325 3.2% 0.0049 0.5% 99% True False 51
40 1.0303 0.9818 0.0485 4.8% 0.0044 0.4% 67% False False 33
60 1.0303 0.9818 0.0485 4.8% 0.0042 0.4% 67% False False 23
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0432
2.618 1.0321
1.618 1.0253
1.000 1.0211
0.618 1.0185
HIGH 1.0143
0.618 1.0117
0.500 1.0109
0.382 1.0101
LOW 1.0075
0.618 1.0033
1.000 1.0007
1.618 0.9965
2.618 0.9897
4.250 0.9786
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 1.0130 1.0102
PP 1.0120 1.0063
S1 1.0109 1.0025

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

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