CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 1.0271 1.0166 -0.0105 -1.0% 1.0124
High 1.0272 1.0166 -0.0106 -1.0% 1.0405
Low 1.0164 1.0122 -0.0042 -0.4% 1.0113
Close 1.0173 1.0146 -0.0027 -0.3% 1.0307
Range 0.0108 0.0044 -0.0064 -59.3% 0.0292
ATR 0.0082 0.0080 -0.0002 -2.7% 0.0000
Volume 109 83 -26 -23.9% 666
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0277 1.0255 1.0170
R3 1.0233 1.0211 1.0158
R2 1.0189 1.0189 1.0154
R1 1.0167 1.0167 1.0150 1.0156
PP 1.0145 1.0145 1.0145 1.0139
S1 1.0123 1.0123 1.0142 1.0112
S2 1.0101 1.0101 1.0138
S3 1.0057 1.0079 1.0134
S4 1.0013 1.0035 1.0122
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 1.0122 0.0283 2.8% 0.0071 0.7% 8% False True 130
10 1.0405 0.9906 0.0499 4.9% 0.0092 0.9% 48% False False 134
20 1.0405 0.9818 0.0587 5.8% 0.0069 0.7% 56% False False 85
40 1.0405 0.9818 0.0587 5.8% 0.0055 0.5% 56% False False 52
60 1.0405 0.9818 0.0587 5.8% 0.0048 0.5% 56% False False 37
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 0.0008
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0353
2.618 1.0281
1.618 1.0237
1.000 1.0210
0.618 1.0193
HIGH 1.0166
0.618 1.0149
0.500 1.0144
0.382 1.0139
LOW 1.0122
0.618 1.0095
1.000 1.0078
1.618 1.0051
2.618 1.0007
4.250 0.9935
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 1.0145 1.0229
PP 1.0145 1.0201
S1 1.0144 1.0174

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

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