CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 1.0234 1.0269 0.0035 0.3% 1.0286
High 1.0234 1.0269 0.0035 0.3% 1.0316
Low 1.0234 1.0269 0.0035 0.3% 1.0168
Close 1.0234 1.0269 0.0035 0.3% 1.0225
Range
ATR 0.0077 0.0074 -0.0003 -3.9% 0.0000
Volume
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0269 1.0269 1.0269
R3 1.0269 1.0269 1.0269
R2 1.0269 1.0269 1.0269
R1 1.0269 1.0269 1.0269 1.0269
PP 1.0269 1.0269 1.0269 1.0269
S1 1.0269 1.0269 1.0269 1.0269
S2 1.0269 1.0269 1.0269
S3 1.0269 1.0269 1.0269
S4 1.0269 1.0269 1.0269
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0680 1.0601 1.0306
R3 1.0532 1.0453 1.0266
R2 1.0384 1.0384 1.0252
R1 1.0305 1.0305 1.0239 1.0271
PP 1.0236 1.0236 1.0236 1.0219
S1 1.0157 1.0157 1.0211 1.0123
S2 1.0088 1.0088 1.0198
S3 0.9940 1.0009 1.0184
S4 0.9792 0.9861 1.0144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0316 1.0168 0.0148 1.4% 0.0000 0.0% 68% False False
10 1.0321 1.0168 0.0153 1.5% 0.0001 0.0% 66% False False
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0269
1.618 1.0269
1.000 1.0269
0.618 1.0269
HIGH 1.0269
0.618 1.0269
0.500 1.0269
0.382 1.0269
LOW 1.0269
0.618 1.0269
1.000 1.0269
1.618 1.0269
2.618 1.0269
4.250 1.0269
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 1.0269 1.0262
PP 1.0269 1.0254
S1 1.0269 1.0247

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

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