CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 1.0115 1.0139 0.0024 0.2% 1.0271
High 1.0163 1.0142 -0.0021 -0.2% 1.0272
Low 1.0099 1.0060 -0.0039 -0.4% 1.0099
Close 1.0163 1.0060 -0.0103 -1.0% 1.0163
Range 0.0064 0.0082 0.0018 28.1% 0.0173
ATR 0.0077 0.0078 0.0002 2.5% 0.0000
Volume 51 80 29 56.9% 291
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0333 1.0279 1.0105
R3 1.0251 1.0197 1.0083
R2 1.0169 1.0169 1.0075
R1 1.0115 1.0115 1.0068 1.0101
PP 1.0087 1.0087 1.0087 1.0081
S1 1.0033 1.0033 1.0052 1.0019
S2 1.0005 1.0005 1.0045
S3 0.9923 0.9951 1.0037
S4 0.9841 0.9869 1.0015
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 1.0272 1.0060 0.0212 2.1% 0.0066 0.7% 0% False True 74
10 1.0405 1.0060 0.0345 3.4% 0.0080 0.8% 0% False True 103
20 1.0405 0.9818 0.0587 5.8% 0.0070 0.7% 41% False False 89
40 1.0405 0.9818 0.0587 5.8% 0.0057 0.6% 41% False False 57
60 1.0405 0.9818 0.0587 5.8% 0.0048 0.5% 41% False False 40
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0491
2.618 1.0357
1.618 1.0275
1.000 1.0224
0.618 1.0193
HIGH 1.0142
0.618 1.0111
0.500 1.0101
0.382 1.0091
LOW 1.0060
0.618 1.0009
1.000 0.9978
1.618 0.9927
2.618 0.9845
4.250 0.9712
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 1.0101 1.0112
PP 1.0087 1.0094
S1 1.0074 1.0077

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

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