CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 1.0078 1.0107 0.0029 0.3% 1.0271
High 1.0152 1.0196 0.0044 0.4% 1.0272
Low 1.0078 1.0107 0.0029 0.3% 1.0099
Close 1.0130 1.0178 0.0048 0.5% 1.0163
Range 0.0074 0.0089 0.0015 20.3% 0.0173
ATR 0.0079 0.0080 0.0001 0.9% 0.0000
Volume 102 68 -34 -33.3% 291
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0427 1.0392 1.0227
R3 1.0338 1.0303 1.0202
R2 1.0249 1.0249 1.0194
R1 1.0214 1.0214 1.0186 1.0232
PP 1.0160 1.0160 1.0160 1.0169
S1 1.0125 1.0125 1.0170 1.0143
S2 1.0071 1.0071 1.0162
S3 0.9982 1.0036 1.0154
S4 0.9893 0.9947 1.0129
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 1.0196 1.0060 0.0136 1.3% 0.0068 0.7% 87% True False 69
10 1.0405 1.0060 0.0345 3.4% 0.0070 0.7% 34% False False 100
20 1.0405 0.9818 0.0587 5.8% 0.0075 0.7% 61% False False 96
40 1.0405 0.9818 0.0587 5.8% 0.0060 0.6% 61% False False 59
60 1.0405 0.9818 0.0587 5.8% 0.0051 0.5% 61% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0574
2.618 1.0429
1.618 1.0340
1.000 1.0285
0.618 1.0251
HIGH 1.0196
0.618 1.0162
0.500 1.0152
0.382 1.0141
LOW 1.0107
0.618 1.0052
1.000 1.0018
1.618 0.9963
2.618 0.9874
4.250 0.9729
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 1.0169 1.0161
PP 1.0160 1.0145
S1 1.0152 1.0128

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

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