CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 1.0198 1.0126 -0.0072 -0.7% 1.0157
High 1.0198 1.0171 -0.0027 -0.3% 1.0198
Low 1.0198 1.0126 -0.0072 -0.7% 1.0021
Close 1.0198 1.0171 -0.0027 -0.3% 1.0171
Range 0.0000 0.0045 0.0045 0.0177
ATR 0.0069 0.0070 0.0000 0.3% 0.0000
Volume 0 1 1 6
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0291 1.0276 1.0196
R3 1.0246 1.0231 1.0183
R2 1.0201 1.0201 1.0179
R1 1.0186 1.0186 1.0175 1.0194
PP 1.0156 1.0156 1.0156 1.0160
S1 1.0141 1.0141 1.0167 1.0149
S2 1.0111 1.0111 1.0163
S3 1.0066 1.0096 1.0159
S4 1.0021 1.0051 1.0146
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0661 1.0593 1.0268
R3 1.0484 1.0416 1.0220
R2 1.0307 1.0307 1.0203
R1 1.0239 1.0239 1.0187 1.0273
PP 1.0130 1.0130 1.0130 1.0147
S1 1.0062 1.0062 1.0155 1.0096
S2 0.9953 0.9953 1.0139
S3 0.9776 0.9885 1.0122
S4 0.9599 0.9708 1.0074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0198 1.0021 0.0177 1.7% 0.0035 0.3% 85% False False 1
10 1.0271 1.0021 0.0250 2.5% 0.0017 0.2% 60% False False
20 1.0320 1.0021 0.0299 2.9% 0.0009 0.1% 50% False False
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0362
2.618 1.0289
1.618 1.0244
1.000 1.0216
0.618 1.0199
HIGH 1.0171
0.618 1.0154
0.500 1.0149
0.382 1.0143
LOW 1.0126
0.618 1.0098
1.000 1.0081
1.618 1.0053
2.618 1.0008
4.250 0.9935
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 1.0164 1.0151
PP 1.0156 1.0130
S1 1.0149 1.0110

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

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