CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 1.0396 1.0378 -0.0018 -0.2% 1.0422
High 1.0400 1.0380 -0.0020 -0.2% 1.0454
Low 1.0334 1.0378 0.0044 0.4% 1.0311
Close 1.0334 1.0378 0.0044 0.4% 1.0362
Range 0.0066 0.0002 -0.0064 -97.0% 0.0143
ATR
Volume 11 0 -11 -100.0% 5
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0385 1.0383 1.0379
R3 1.0383 1.0381 1.0379
R2 1.0381 1.0381 1.0378
R1 1.0379 1.0379 1.0378 1.0379
PP 1.0379 1.0379 1.0379 1.0379
S1 1.0377 1.0377 1.0378 1.0377
S2 1.0377 1.0377 1.0378
S3 1.0375 1.0375 1.0377
S4 1.0373 1.0373 1.0377
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0805 1.0726 1.0441
R3 1.0662 1.0583 1.0401
R2 1.0519 1.0519 1.0388
R1 1.0440 1.0440 1.0375 1.0408
PP 1.0376 1.0376 1.0376 1.0360
S1 1.0297 1.0297 1.0349 1.0265
S2 1.0233 1.0233 1.0336
S3 1.0090 1.0154 1.0323
S4 0.9947 1.0011 1.0283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0454 1.0334 0.0120 1.2% 0.0030 0.3% 37% False False 2
10 1.0454 1.0253 0.0201 1.9% 0.0042 0.4% 62% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0389
2.618 1.0385
1.618 1.0383
1.000 1.0382
0.618 1.0381
HIGH 1.0380
0.618 1.0379
0.500 1.0379
0.382 1.0379
LOW 1.0378
0.618 1.0377
1.000 1.0376
1.618 1.0375
2.618 1.0373
4.250 1.0370
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 1.0379 1.0374
PP 1.0379 1.0371
S1 1.0378 1.0367

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

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