CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 1.0417 1.0408 -0.0009 -0.1% 1.0588
High 1.0417 1.0408 -0.0009 -0.1% 1.0600
Low 1.0417 1.0406 -0.0011 -0.1% 1.0406
Close 1.0417 1.0406 -0.0011 -0.1% 1.0406
Range 0.0000 0.0002 0.0002 0.0194
ATR 0.0045 0.0042 -0.0002 -5.4% 0.0000
Volume 0 4 4 49
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0413 1.0411 1.0407
R3 1.0411 1.0409 1.0407
R2 1.0409 1.0409 1.0406
R1 1.0407 1.0407 1.0406 1.0407
PP 1.0407 1.0407 1.0407 1.0407
S1 1.0405 1.0405 1.0406 1.0405
S2 1.0405 1.0405 1.0406
S3 1.0403 1.0403 1.0405
S4 1.0401 1.0401 1.0405
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1053 1.0923 1.0513
R3 1.0859 1.0729 1.0459
R2 1.0665 1.0665 1.0442
R1 1.0535 1.0535 1.0424 1.0503
PP 1.0471 1.0471 1.0471 1.0455
S1 1.0341 1.0341 1.0388 1.0309
S2 1.0277 1.0277 1.0370
S3 1.0083 1.0147 1.0353
S4 0.9889 0.9953 1.0299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0600 1.0406 0.0194 1.9% 0.0038 0.4% 0% False True 9
10 1.0600 1.0406 0.0194 1.9% 0.0029 0.3% 0% False True 9
20 1.0600 1.0311 0.0289 2.8% 0.0031 0.3% 33% False False 10
40 1.0600 1.0102 0.0498 4.8% 0.0023 0.2% 61% False False 6
60 1.0600 0.9868 0.0732 7.0% 0.0016 0.2% 73% False False 4
80 1.0600 0.9868 0.0732 7.0% 0.0014 0.1% 73% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0417
2.618 1.0413
1.618 1.0411
1.000 1.0410
0.618 1.0409
HIGH 1.0408
0.618 1.0407
0.500 1.0407
0.382 1.0407
LOW 1.0406
0.618 1.0405
1.000 1.0404
1.618 1.0403
2.618 1.0401
4.250 1.0398
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 1.0407 1.0462
PP 1.0407 1.0443
S1 1.0406 1.0425

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

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