CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 1.0132 1.0115 -0.0017 -0.2% 1.0271
High 1.0132 1.0163 0.0031 0.3% 1.0272
Low 1.0100 1.0099 -0.0001 0.0% 1.0099
Close 1.0107 1.0163 0.0056 0.6% 1.0163
Range 0.0032 0.0064 0.0032 100.0% 0.0173
ATR 0.0077 0.0077 -0.0001 -1.2% 0.0000
Volume 48 51 3 6.3% 291
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0334 1.0312 1.0198
R3 1.0270 1.0248 1.0181
R2 1.0206 1.0206 1.0175
R1 1.0184 1.0184 1.0169 1.0195
PP 1.0142 1.0142 1.0142 1.0147
S1 1.0120 1.0120 1.0157 1.0131
S2 1.0078 1.0078 1.0151
S3 1.0014 1.0056 1.0145
S4 0.9950 0.9992 1.0128
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0697 1.0603 1.0258
R3 1.0524 1.0430 1.0211
R2 1.0351 1.0351 1.0195
R1 1.0257 1.0257 1.0179 1.0218
PP 1.0178 1.0178 1.0178 1.0158
S1 1.0084 1.0084 1.0147 1.0045
S2 1.0005 1.0005 1.0131
S3 0.9832 0.9911 1.0115
S4 0.9659 0.9738 1.0068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0336 1.0099 0.0237 2.3% 0.0062 0.6% 27% False True 72
10 1.0405 1.0075 0.0330 3.2% 0.0079 0.8% 27% False False 102
20 1.0405 0.9818 0.0587 5.8% 0.0068 0.7% 59% False False 86
40 1.0405 0.9818 0.0587 5.8% 0.0056 0.5% 59% False False 55
60 1.0405 0.9818 0.0587 5.8% 0.0047 0.5% 59% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0435
2.618 1.0331
1.618 1.0267
1.000 1.0227
0.618 1.0203
HIGH 1.0163
0.618 1.0139
0.500 1.0131
0.382 1.0123
LOW 1.0099
0.618 1.0059
1.000 1.0035
1.618 0.9995
2.618 0.9931
4.250 0.9827
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 1.0152 1.0153
PP 1.0142 1.0143
S1 1.0131 1.0133

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

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