CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 1.0223 1.0348 0.0125 1.2% 0.9831
High 1.0373 1.0348 -0.0025 -0.2% 1.0143
Low 1.0202 1.0283 0.0081 0.8% 0.9830
Close 1.0345 1.0335 -0.0010 -0.1% 1.0141
Range 0.0171 0.0065 -0.0106 -62.0% 0.0313
ATR 0.0079 0.0078 -0.0001 -1.3% 0.0000
Volume 123 143 20 16.3% 634
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0517 1.0491 1.0371
R3 1.0452 1.0426 1.0353
R2 1.0387 1.0387 1.0347
R1 1.0361 1.0361 1.0341 1.0342
PP 1.0322 1.0322 1.0322 1.0312
S1 1.0296 1.0296 1.0329 1.0277
S2 1.0257 1.0257 1.0323
S3 1.0192 1.0231 1.0317
S4 1.0127 1.0166 1.0299
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 1.0373 1.0013 0.0360 3.5% 0.0104 1.0% 89% False False 157
10 1.0373 0.9818 0.0555 5.4% 0.0083 0.8% 93% False False 102
20 1.0373 0.9818 0.0555 5.4% 0.0061 0.6% 93% False False 65
40 1.0373 0.9818 0.0555 5.4% 0.0050 0.5% 93% False False 41
60 1.0373 0.9818 0.0555 5.4% 0.0046 0.4% 93% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0624
2.618 1.0518
1.618 1.0453
1.000 1.0413
0.618 1.0388
HIGH 1.0348
0.618 1.0323
0.500 1.0316
0.382 1.0308
LOW 1.0283
0.618 1.0243
1.000 1.0218
1.618 1.0178
2.618 1.0113
4.250 1.0007
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 1.0329 1.0304
PP 1.0322 1.0274
S1 1.0316 1.0243

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

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