CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 1.0221 1.0302 0.0081 0.8% 1.0143
High 1.0221 1.0302 0.0081 0.8% 1.0278
Low 1.0221 1.0302 0.0081 0.8% 1.0102
Close 1.0221 1.0302 0.0081 0.8% 1.0278
Range
ATR 0.0047 0.0050 0.0002 5.0% 0.0000
Volume
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0302 1.0302 1.0302
R3 1.0302 1.0302 1.0302
R2 1.0302 1.0302 1.0302
R1 1.0302 1.0302 1.0302 1.0302
PP 1.0302 1.0302 1.0302 1.0302
S1 1.0302 1.0302 1.0302 1.0302
S2 1.0302 1.0302 1.0302
S3 1.0302 1.0302 1.0302
S4 1.0302 1.0302 1.0302
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0747 1.0689 1.0375
R3 1.0571 1.0513 1.0326
R2 1.0395 1.0395 1.0310
R1 1.0337 1.0337 1.0294 1.0366
PP 1.0219 1.0219 1.0219 1.0234
S1 1.0161 1.0161 1.0262 1.0190
S2 1.0043 1.0043 1.0246
S3 0.9867 0.9985 1.0230
S4 0.9691 0.9809 1.0181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0302 1.0106 0.0196 1.9% 0.0033 0.3% 100% True False
10 1.0302 1.0102 0.0200 1.9% 0.0023 0.2% 100% True False 1
20 1.0302 1.0102 0.0200 1.9% 0.0014 0.1% 100% True False
40 1.0415 0.9868 0.0547 5.3% 0.0008 0.1% 79% False False
60 1.0415 0.9868 0.0547 5.3% 0.0008 0.1% 79% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0302
2.618 1.0302
1.618 1.0302
1.000 1.0302
0.618 1.0302
HIGH 1.0302
0.618 1.0302
0.500 1.0302
0.382 1.0302
LOW 1.0302
0.618 1.0302
1.000 1.0302
1.618 1.0302
2.618 1.0302
4.250 1.0302
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 1.0302 1.0287
PP 1.0302 1.0273
S1 1.0302 1.0258

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

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