CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 1.0328 1.0318 -0.0010 -0.1% 1.0124
High 1.0405 1.0336 -0.0069 -0.7% 1.0405
Low 1.0327 1.0274 -0.0053 -0.5% 1.0113
Close 1.0341 1.0307 -0.0034 -0.3% 1.0307
Range 0.0078 0.0062 -0.0016 -20.5% 0.0292
ATR 0.0078 0.0077 -0.0001 -1.0% 0.0000
Volume 250 69 -181 -72.4% 666
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0492 1.0461 1.0341
R3 1.0430 1.0399 1.0324
R2 1.0368 1.0368 1.0318
R1 1.0337 1.0337 1.0313 1.0322
PP 1.0306 1.0306 1.0306 1.0298
S1 1.0275 1.0275 1.0301 1.0260
S2 1.0244 1.0244 1.0296
S3 1.0182 1.0213 1.0290
S4 1.0120 1.0151 1.0273
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1151 1.1021 1.0468
R3 1.0859 1.0729 1.0387
R2 1.0567 1.0567 1.0361
R1 1.0437 1.0437 1.0334 1.0502
PP 1.0275 1.0275 1.0275 1.0308
S1 1.0145 1.0145 1.0280 1.0210
S2 0.9983 0.9983 1.0253
S3 0.9691 0.9853 1.0227
S4 0.9399 0.9561 1.0146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0405 1.0113 0.0292 2.8% 0.0095 0.9% 66% False False 133
10 1.0405 0.9830 0.0575 5.6% 0.0086 0.8% 83% False False 130
20 1.0405 0.9818 0.0587 5.7% 0.0067 0.6% 83% False False 80
40 1.0405 0.9818 0.0587 5.7% 0.0052 0.5% 83% False False 48
60 1.0405 0.9818 0.0587 5.7% 0.0047 0.5% 83% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0600
2.618 1.0498
1.618 1.0436
1.000 1.0398
0.618 1.0374
HIGH 1.0336
0.618 1.0312
0.500 1.0305
0.382 1.0298
LOW 1.0274
0.618 1.0236
1.000 1.0212
1.618 1.0174
2.618 1.0112
4.250 1.0011
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 1.0306 1.0340
PP 1.0306 1.0329
S1 1.0305 1.0318

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

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