CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 1.0123 1.0124 0.0001 0.0% 0.9831
High 1.0143 1.0210 0.0067 0.7% 1.0143
Low 1.0075 1.0113 0.0038 0.4% 0.9830
Close 1.0141 1.0210 0.0069 0.7% 1.0141
Range 0.0068 0.0097 0.0029 42.6% 0.0313
ATR 0.0070 0.0072 0.0002 2.7% 0.0000
Volume 69 81 12 17.4% 634
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0469 1.0436 1.0263
R3 1.0372 1.0339 1.0237
R2 1.0275 1.0275 1.0228
R1 1.0242 1.0242 1.0219 1.0259
PP 1.0178 1.0178 1.0178 1.0186
S1 1.0145 1.0145 1.0201 1.0162
S2 1.0081 1.0081 1.0192
S3 0.9984 1.0048 1.0183
S4 0.9887 0.9951 1.0157
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 1.0210 0.9845 0.0365 3.6% 0.0086 0.8% 100% True False 139
10 1.0210 0.9818 0.0392 3.8% 0.0067 0.7% 100% True False 80
20 1.0210 0.9818 0.0392 3.8% 0.0054 0.5% 100% True False 53
40 1.0303 0.9818 0.0485 4.8% 0.0046 0.5% 81% False False 35
60 1.0303 0.9818 0.0485 4.8% 0.0044 0.4% 81% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0622
2.618 1.0464
1.618 1.0367
1.000 1.0307
0.618 1.0270
HIGH 1.0210
0.618 1.0173
0.500 1.0162
0.382 1.0150
LOW 1.0113
0.618 1.0053
1.000 1.0016
1.618 0.9956
2.618 0.9859
4.250 0.9701
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 1.0194 1.0177
PP 1.0178 1.0144
S1 1.0162 1.0112

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

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