CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 1.0318 1.0271 -0.0047 -0.5% 1.0124
High 1.0336 1.0272 -0.0064 -0.6% 1.0405
Low 1.0274 1.0164 -0.0110 -1.1% 1.0113
Close 1.0307 1.0173 -0.0134 -1.3% 1.0307
Range 0.0062 0.0108 0.0046 74.2% 0.0292
ATR 0.0077 0.0082 0.0005 6.0% 0.0000
Volume 69 109 40 58.0% 666
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0527 1.0458 1.0232
R3 1.0419 1.0350 1.0203
R2 1.0311 1.0311 1.0193
R1 1.0242 1.0242 1.0183 1.0223
PP 1.0203 1.0203 1.0203 1.0193
S1 1.0134 1.0134 1.0163 1.0115
S2 1.0095 1.0095 1.0153
S3 0.9987 1.0026 1.0143
S4 0.9879 0.9918 1.0114
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 1.0164 0.0241 2.4% 0.0097 1.0% 4% False True 138
10 1.0405 0.9845 0.0560 5.5% 0.0091 0.9% 59% False False 139
20 1.0405 0.9818 0.0587 5.8% 0.0069 0.7% 60% False False 84
40 1.0405 0.9818 0.0587 5.8% 0.0054 0.5% 60% False False 50
60 1.0405 0.9818 0.0587 5.8% 0.0048 0.5% 60% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0731
2.618 1.0555
1.618 1.0447
1.000 1.0380
0.618 1.0339
HIGH 1.0272
0.618 1.0231
0.500 1.0218
0.382 1.0205
LOW 1.0164
0.618 1.0097
1.000 1.0056
1.618 0.9989
2.618 0.9881
4.250 0.9705
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 1.0218 1.0285
PP 1.0203 1.0247
S1 1.0188 1.0210

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

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