CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 1.0348 1.0328 -0.0020 -0.2% 0.9831
High 1.0348 1.0405 0.0057 0.6% 1.0143
Low 1.0283 1.0327 0.0044 0.4% 0.9830
Close 1.0335 1.0341 0.0006 0.1% 1.0141
Range 0.0065 0.0078 0.0013 20.0% 0.0313
ATR 0.0078 0.0078 0.0000 0.0% 0.0000
Volume 143 250 107 74.8% 634
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0592 1.0544 1.0384
R3 1.0514 1.0466 1.0362
R2 1.0436 1.0436 1.0355
R1 1.0388 1.0388 1.0348 1.0412
PP 1.0358 1.0358 1.0358 1.0370
S1 1.0310 1.0310 1.0334 1.0334
S2 1.0280 1.0280 1.0327
S3 1.0202 1.0232 1.0320
S4 1.0124 1.0154 1.0298
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 1.0405 1.0075 0.0330 3.2% 0.0096 0.9% 81% True False 133
10 1.0405 0.9818 0.0587 5.7% 0.0087 0.8% 89% True False 125
20 1.0405 0.9818 0.0587 5.7% 0.0065 0.6% 89% True False 77
40 1.0405 0.9818 0.0587 5.7% 0.0050 0.5% 89% True False 46
60 1.0405 0.9818 0.0587 5.7% 0.0046 0.4% 89% True False 33
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0737
2.618 1.0609
1.618 1.0531
1.000 1.0483
0.618 1.0453
HIGH 1.0405
0.618 1.0375
0.500 1.0366
0.382 1.0357
LOW 1.0327
0.618 1.0279
1.000 1.0249
1.618 1.0201
2.618 1.0123
4.250 0.9996
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 1.0366 1.0329
PP 1.0358 1.0316
S1 1.0349 1.0304

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

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