CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 0.9907 1.0058 0.0151 1.5% 0.9967
High 0.9911 1.0058 0.0147 1.5% 0.9978
Low 0.9907 1.0058 0.0151 1.5% 0.9868
Close 0.9911 1.0058 0.0147 1.5% 0.9868
Range 0.0004 0.0000 -0.0004 -100.0% 0.0110
ATR 0.0046 0.0053 0.0007 15.7% 0.0000
Volume 3 0 -3 -100.0% 2
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0058 1.0058 1.0058
R3 1.0058 1.0058 1.0058
R2 1.0058 1.0058 1.0058
R1 1.0058 1.0058 1.0058 1.0058
PP 1.0058 1.0058 1.0058 1.0058
S1 1.0058 1.0058 1.0058 1.0058
S2 1.0058 1.0058 1.0058
S3 1.0058 1.0058 1.0058
S4 1.0058 1.0058 1.0058
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0235 1.0161 0.9929
R3 1.0125 1.0051 0.9898
R2 1.0015 1.0015 0.9888
R1 0.9941 0.9941 0.9878 0.9923
PP 0.9905 0.9905 0.9905 0.9896
S1 0.9831 0.9831 0.9858 0.9813
S2 0.9795 0.9795 0.9848
S3 0.9685 0.9721 0.9838
S4 0.9575 0.9611 0.9807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9868 0.0190 1.9% 0.0004 0.0% 100% True False 1
10 1.0058 0.9868 0.0190 1.9% 0.0002 0.0% 100% True False
20 1.0198 0.9868 0.0330 3.3% 0.0005 0.1% 58% False False
40 1.0321 0.9868 0.0453 4.5% 0.0005 0.0% 42% False False
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0058
2.618 1.0058
1.618 1.0058
1.000 1.0058
0.618 1.0058
HIGH 1.0058
0.618 1.0058
0.500 1.0058
0.382 1.0058
LOW 1.0058
0.618 1.0058
1.000 1.0058
1.618 1.0058
2.618 1.0058
4.250 1.0058
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 1.0058 1.0033
PP 1.0058 1.0008
S1 1.0058 0.9983

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

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