CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 1.0228 1.0202 -0.0026 -0.3% 1.0263
High 1.0228 1.0202 -0.0026 -0.3% 1.0415
Low 1.0228 1.0202 -0.0026 -0.3% 1.0263
Close 1.0228 1.0202 -0.0026 -0.3% 1.0363
Range
ATR 0.0060 0.0057 -0.0002 -4.0% 0.0000
Volume
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0202 1.0202 1.0202
R3 1.0202 1.0202 1.0202
R2 1.0202 1.0202 1.0202
R1 1.0202 1.0202 1.0202 1.0202
PP 1.0202 1.0202 1.0202 1.0202
S1 1.0202 1.0202 1.0202 1.0202
S2 1.0202 1.0202 1.0202
S3 1.0202 1.0202 1.0202
S4 1.0202 1.0202 1.0202
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0803 1.0735 1.0447
R3 1.0651 1.0583 1.0405
R2 1.0499 1.0499 1.0391
R1 1.0431 1.0431 1.0377 1.0465
PP 1.0347 1.0347 1.0347 1.0364
S1 1.0279 1.0279 1.0349 1.0313
S2 1.0195 1.0195 1.0335
S3 1.0043 1.0127 1.0321
S4 0.9891 0.9975 1.0279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0398 1.0202 0.0196 1.9% 0.0000 0.0% 0% False True
10 1.0415 1.0058 0.0357 3.5% 0.0001 0.0% 40% False False
20 1.0415 0.9868 0.0547 5.4% 0.0002 0.0% 61% False False
40 1.0415 0.9868 0.0547 5.4% 0.0005 0.1% 61% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0202
2.618 1.0202
1.618 1.0202
1.000 1.0202
0.618 1.0202
HIGH 1.0202
0.618 1.0202
0.500 1.0202
0.382 1.0202
LOW 1.0202
0.618 1.0202
1.000 1.0202
1.618 1.0202
2.618 1.0202
4.250 1.0202
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 1.0202 1.0283
PP 1.0202 1.0256
S1 1.0202 1.0229

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

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