CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 1.0263 1.0134 -0.0129 -1.3% 1.0234
High 1.0263 1.0134 -0.0129 -1.3% 1.0271
Low 1.0263 1.0134 -0.0129 -1.3% 1.0234
Close 1.0263 1.0134 -0.0129 -1.3% 1.0271
Range
ATR 0.0060 0.0065 0.0005 8.3% 0.0000
Volume
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0134 1.0134 1.0134
R3 1.0134 1.0134 1.0134
R2 1.0134 1.0134 1.0134
R1 1.0134 1.0134 1.0134 1.0134
PP 1.0134 1.0134 1.0134 1.0134
S1 1.0134 1.0134 1.0134 1.0134
S2 1.0134 1.0134 1.0134
S3 1.0134 1.0134 1.0134
S4 1.0134 1.0134 1.0134
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0370 1.0357 1.0291
R3 1.0333 1.0320 1.0281
R2 1.0296 1.0296 1.0278
R1 1.0283 1.0283 1.0274 1.0290
PP 1.0259 1.0259 1.0259 1.0262
S1 1.0246 1.0246 1.0268 1.0253
S2 1.0222 1.0222 1.0264
S3 1.0185 1.0209 1.0261
S4 1.0148 1.0172 1.0251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0271 1.0134 0.0137 1.4% 0.0000 0.0% 0% False True
10 1.0271 1.0134 0.0137 1.4% 0.0000 0.0% 0% False True
20 1.0321 1.0134 0.0187 1.8% 0.0000 0.0% 0% False True
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 1.0134
2.618 1.0134
1.618 1.0134
1.000 1.0134
0.618 1.0134
HIGH 1.0134
0.618 1.0134
0.500 1.0134
0.382 1.0134
LOW 1.0134
0.618 1.0134
1.000 1.0134
1.618 1.0134
2.618 1.0134
4.250 1.0134
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 1.0134 1.0199
PP 1.0134 1.0177
S1 1.0134 1.0156

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

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