CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 1.0180 1.0125 -0.0055 -0.5% 1.0117
High 1.0180 1.0125 -0.0055 -0.5% 1.0238
Low 1.0134 1.0125 -0.0009 -0.1% 1.0117
Close 1.0134 1.0125 -0.0009 -0.1% 1.0134
Range 0.0046 0.0000 -0.0046 -100.0% 0.0121
ATR 0.0059 0.0055 -0.0004 -6.0% 0.0000
Volume 1 0 -1 -100.0% 2
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0125 1.0125 1.0125
R3 1.0125 1.0125 1.0125
R2 1.0125 1.0125 1.0125
R1 1.0125 1.0125 1.0125 1.0125
PP 1.0125 1.0125 1.0125 1.0125
S1 1.0125 1.0125 1.0125 1.0125
S2 1.0125 1.0125 1.0125
S3 1.0125 1.0125 1.0125
S4 1.0125 1.0125 1.0125
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0526 1.0451 1.0201
R3 1.0405 1.0330 1.0167
R2 1.0284 1.0284 1.0156
R1 1.0209 1.0209 1.0145 1.0247
PP 1.0163 1.0163 1.0163 1.0182
S1 1.0088 1.0088 1.0123 1.0126
S2 1.0042 1.0042 1.0112
S3 0.9921 0.9967 1.0101
S4 0.9800 0.9846 1.0067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0238 1.0125 0.0113 1.1% 0.0009 0.1% 0% False True
10 1.0238 1.0117 0.0121 1.2% 0.0005 0.0% 7% False False
20 1.0415 0.9907 0.0508 5.0% 0.0004 0.0% 43% False False
40 1.0415 0.9868 0.0547 5.4% 0.0006 0.1% 47% False False
60 1.0415 0.9868 0.0547 5.4% 0.0004 0.0% 47% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0125
2.618 1.0125
1.618 1.0125
1.000 1.0125
0.618 1.0125
HIGH 1.0125
0.618 1.0125
0.500 1.0125
0.382 1.0125
LOW 1.0125
0.618 1.0125
1.000 1.0125
1.618 1.0125
2.618 1.0125
4.250 1.0125
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 1.0125 1.0176
PP 1.0125 1.0159
S1 1.0125 1.0142

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

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