CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 1.0070 1.0100 0.0030 0.3% 1.0128
High 1.0070 1.0100 0.0030 0.3% 1.0128
Low 1.0070 1.0100 0.0030 0.3% 1.0060
Close 1.0070 1.0100 0.0030 0.3% 1.0100
Range
ATR 0.0059 0.0057 -0.0002 -3.5% 0.0000
Volume
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0100 1.0100 1.0100
R3 1.0100 1.0100 1.0100
R2 1.0100 1.0100 1.0100
R1 1.0100 1.0100 1.0100 1.0100
PP 1.0100 1.0100 1.0100 1.0100
S1 1.0100 1.0100 1.0100 1.0100
S2 1.0100 1.0100 1.0100
S3 1.0100 1.0100 1.0100
S4 1.0100 1.0100 1.0100
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0300 1.0268 1.0137
R3 1.0232 1.0200 1.0119
R2 1.0164 1.0164 1.0112
R1 1.0132 1.0132 1.0106 1.0114
PP 1.0096 1.0096 1.0096 1.0087
S1 1.0064 1.0064 1.0094 1.0046
S2 1.0028 1.0028 1.0088
S3 0.9960 0.9996 1.0081
S4 0.9892 0.9928 1.0063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0128 1.0060 0.0068 0.7% 0.0000 0.0% 59% False False
10 1.0198 1.0021 0.0177 1.8% 0.0017 0.2% 45% False False
20 1.0271 1.0021 0.0250 2.5% 0.0009 0.1% 32% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0100
2.618 1.0100
1.618 1.0100
1.000 1.0100
0.618 1.0100
HIGH 1.0100
0.618 1.0100
0.500 1.0100
0.382 1.0100
LOW 1.0100
0.618 1.0100
1.000 1.0100
1.618 1.0100
2.618 1.0100
4.250 1.0100
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 1.0100 1.0093
PP 1.0100 1.0087
S1 1.0100 1.0080

Download as Excel Spreadsheet

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

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