CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 0.9974 0.9974 0.0000 0.0% 1.0099
High 0.9974 0.9978 0.0004 0.0% 1.0099
Low 0.9974 0.9970 -0.0004 0.0% 0.9956
Close 0.9974 0.9978 0.0004 0.0% 0.9956
Range 0.0000 0.0008 0.0008 0.0143
ATR 0.0046 0.0044 -0.0003 -5.9% 0.0000
Volume 0 2 2 0
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9999 0.9997 0.9982
R3 0.9991 0.9989 0.9980
R2 0.9983 0.9983 0.9979
R1 0.9981 0.9981 0.9979 0.9982
PP 0.9975 0.9975 0.9975 0.9976
S1 0.9973 0.9973 0.9977 0.9974
S2 0.9967 0.9967 0.9977
S3 0.9959 0.9965 0.9976
S4 0.9951 0.9957 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 0.9978 0.9944 0.0034 0.3% 0.0002 0.0% 100% True False
10 1.0100 0.9944 0.0156 1.6% 0.0001 0.0% 22% False False
20 1.0263 0.9944 0.0319 3.2% 0.0009 0.1% 11% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0012
2.618 0.9999
1.618 0.9991
1.000 0.9986
0.618 0.9983
HIGH 0.9978
0.618 0.9975
0.500 0.9974
0.382 0.9973
LOW 0.9970
0.618 0.9965
1.000 0.9962
1.618 0.9957
2.618 0.9949
4.250 0.9936
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 0.9977 0.9972
PP 0.9975 0.9967
S1 0.9974 0.9961

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

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