CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 0.9944 0.9974 0.0030 0.3% 1.0099
High 0.9944 0.9974 0.0030 0.3% 1.0099
Low 0.9944 0.9974 0.0030 0.3% 0.9956
Close 0.9944 0.9974 0.0030 0.3% 0.9956
Range
ATR 0.0048 0.0046 -0.0001 -2.6% 0.0000
Volume
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9974 0.9974 0.9974
R3 0.9974 0.9974 0.9974
R2 0.9974 0.9974 0.9974
R1 0.9974 0.9974 0.9974 0.9974
PP 0.9974 0.9974 0.9974 0.9974
S1 0.9974 0.9974 0.9974 0.9974
S2 0.9974 0.9974 0.9974
S3 0.9974 0.9974 0.9974
S4 0.9974 0.9974 0.9974
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0433 1.0337 1.0035
R3 1.0290 1.0194 0.9995
R2 1.0147 1.0147 0.9982
R1 1.0051 1.0051 0.9969 1.0028
PP 1.0004 1.0004 1.0004 0.9992
S1 0.9908 0.9908 0.9943 0.9885
S2 0.9861 0.9861 0.9930
S3 0.9718 0.9765 0.9917
S4 0.9575 0.9622 0.9877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0049 0.9944 0.0105 1.1% 0.0000 0.0% 29% False False
10 1.0100 0.9944 0.0156 1.6% 0.0000 0.0% 19% False False
20 1.0263 0.9944 0.0319 3.2% 0.0009 0.1% 9% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9974
2.618 0.9974
1.618 0.9974
1.000 0.9974
0.618 0.9974
HIGH 0.9974
0.618 0.9974
0.500 0.9974
0.382 0.9974
LOW 0.9974
0.618 0.9974
1.000 0.9974
1.618 0.9974
2.618 0.9974
4.250 0.9974
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 0.9974 0.9969
PP 0.9974 0.9964
S1 0.9974 0.9959

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

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