CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 1.0139 1.0078 -0.0061 -0.6% 1.0271
High 1.0142 1.0152 0.0010 0.1% 1.0272
Low 1.0060 1.0078 0.0018 0.2% 1.0099
Close 1.0060 1.0130 0.0070 0.7% 1.0163
Range 0.0082 0.0074 -0.0008 -9.8% 0.0173
ATR 0.0078 0.0079 0.0001 1.2% 0.0000
Volume 80 102 22 27.5% 291
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0342 1.0310 1.0171
R3 1.0268 1.0236 1.0150
R2 1.0194 1.0194 1.0144
R1 1.0162 1.0162 1.0137 1.0178
PP 1.0120 1.0120 1.0120 1.0128
S1 1.0088 1.0088 1.0123 1.0104
S2 1.0046 1.0046 1.0116
S3 0.9972 1.0014 1.0110
S4 0.9898 0.9940 1.0089
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 1.0166 1.0060 0.0106 1.0% 0.0059 0.6% 66% False False 72
10 1.0405 1.0060 0.0345 3.4% 0.0078 0.8% 20% False False 105
20 1.0405 0.9818 0.0587 5.8% 0.0073 0.7% 53% False False 93
40 1.0405 0.9818 0.0587 5.8% 0.0058 0.6% 53% False False 58
60 1.0405 0.9818 0.0587 5.8% 0.0050 0.5% 53% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0467
2.618 1.0346
1.618 1.0272
1.000 1.0226
0.618 1.0198
HIGH 1.0152
0.618 1.0124
0.500 1.0115
0.382 1.0106
LOW 1.0078
0.618 1.0032
1.000 1.0004
1.618 0.9958
2.618 0.9884
4.250 0.9764
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 1.0125 1.0124
PP 1.0120 1.0118
S1 1.0115 1.0112

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

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