CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 1.0188 1.0238 0.0050 0.5% 1.0228
High 1.0188 1.0238 0.0050 0.5% 1.0228
Low 1.0188 1.0238 0.0050 0.5% 1.0162
Close 1.0188 1.0238 0.0050 0.5% 1.0219
Range
ATR 0.0060 0.0059 -0.0001 -1.2% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0238 1.0238 1.0238
R3 1.0238 1.0238 1.0238
R2 1.0238 1.0238 1.0238
R1 1.0238 1.0238 1.0238 1.0238
PP 1.0238 1.0238 1.0238 1.0238
S1 1.0238 1.0238 1.0238 1.0238
S2 1.0238 1.0238 1.0238
S3 1.0238 1.0238 1.0238
S4 1.0238 1.0238 1.0238
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0401 1.0376 1.0255
R3 1.0335 1.0310 1.0237
R2 1.0269 1.0269 1.0231
R1 1.0244 1.0244 1.0225 1.0224
PP 1.0203 1.0203 1.0203 1.0193
S1 1.0178 1.0178 1.0213 1.0158
S2 1.0137 1.0137 1.0207
S3 1.0071 1.0112 1.0201
S4 1.0005 1.0046 1.0183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0238 1.0117 0.0121 1.2% 0.0000 0.0% 100% True False
10 1.0398 1.0117 0.0281 2.7% 0.0000 0.0% 43% False False
20 1.0415 0.9868 0.0547 5.3% 0.0002 0.0% 68% False False
40 1.0415 0.9868 0.0547 5.3% 0.0005 0.1% 68% 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 1.0238
2.618 1.0238
1.618 1.0238
1.000 1.0238
0.618 1.0238
HIGH 1.0238
0.618 1.0238
0.500 1.0238
0.382 1.0238
LOW 1.0238
0.618 1.0238
1.000 1.0238
1.618 1.0238
2.618 1.0238
4.250 1.0238
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 1.0238 1.0218
PP 1.0238 1.0198
S1 1.0238 1.0178

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

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