CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 1.0327 1.0321 -0.0006 -0.1% 1.0214
High 1.0360 1.0340 -0.0020 -0.2% 1.0430
Low 1.0327 1.0321 -0.0006 -0.1% 1.0214
Close 1.0337 1.0335 -0.0002 0.0% 1.0399
Range 0.0033 0.0019 -0.0014 -42.4% 0.0216
ATR 0.0049 0.0047 -0.0002 -4.4% 0.0000
Volume 17 11 -6 -35.3% 18
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0389 1.0381 1.0345
R3 1.0370 1.0362 1.0340
R2 1.0351 1.0351 1.0338
R1 1.0343 1.0343 1.0337 1.0347
PP 1.0332 1.0332 1.0332 1.0334
S1 1.0324 1.0324 1.0333 1.0328
S2 1.0313 1.0313 1.0332
S3 1.0294 1.0305 1.0330
S4 1.0275 1.0286 1.0325
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0996 1.0913 1.0518
R3 1.0780 1.0697 1.0458
R2 1.0564 1.0564 1.0439
R1 1.0481 1.0481 1.0419 1.0523
PP 1.0348 1.0348 1.0348 1.0368
S1 1.0265 1.0265 1.0379 1.0307
S2 1.0132 1.0132 1.0359
S3 0.9916 1.0049 1.0340
S4 0.9700 0.9833 1.0280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0415 1.0321 0.0094 0.9% 0.0020 0.2% 15% False True 8
10 1.0430 1.0214 0.0216 2.1% 0.0012 0.1% 56% False False 5
20 1.0430 1.0102 0.0328 3.2% 0.0020 0.2% 71% False False 3
40 1.0430 0.9868 0.0562 5.4% 0.0011 0.1% 83% False False 2
60 1.0430 0.9868 0.0562 5.4% 0.0010 0.1% 83% False False 1
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0421
2.618 1.0390
1.618 1.0371
1.000 1.0359
0.618 1.0352
HIGH 1.0340
0.618 1.0333
0.500 1.0331
0.382 1.0328
LOW 1.0321
0.618 1.0309
1.000 1.0302
1.618 1.0290
2.618 1.0271
4.250 1.0240
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 1.0334 1.0359
PP 1.0332 1.0351
S1 1.0331 1.0343

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

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