CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 1.0661 1.0717 0.0056 0.5% 1.0983
High 1.0661 1.0717 0.0056 0.5% 1.0983
Low 1.0661 1.0717 0.0056 0.5% 1.0800
Close 1.0661 1.0717 0.0056 0.5% 1.0800
Range
ATR 0.0061 0.0061 0.0000 -0.6% 0.0000
Volume
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0717 1.0717 1.0717
R3 1.0717 1.0717 1.0717
R2 1.0717 1.0717 1.0717
R1 1.0717 1.0717 1.0717 1.0717
PP 1.0717 1.0717 1.0717 1.0717
S1 1.0717 1.0717 1.0717 1.0717
S2 1.0717 1.0717 1.0717
S3 1.0717 1.0717 1.0717
S4 1.0717 1.0717 1.0717
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1410 1.1288 1.0901
R3 1.1227 1.1105 1.0850
R2 1.1044 1.1044 1.0834
R1 1.0922 1.0922 1.0817 1.0892
PP 1.0861 1.0861 1.0861 1.0846
S1 1.0739 1.0739 1.0783 1.0709
S2 1.0678 1.0678 1.0766
S3 1.0495 1.0556 1.0750
S4 1.0312 1.0373 1.0699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0930 1.0661 0.0269 2.5% 0.0000 0.0% 21% False False
10 1.1036 1.0661 0.0375 3.5% 0.0000 0.0% 15% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0717
2.618 1.0717
1.618 1.0717
1.000 1.0717
0.618 1.0717
HIGH 1.0717
0.618 1.0717
0.500 1.0717
0.382 1.0717
LOW 1.0717
0.618 1.0717
1.000 1.0717
1.618 1.0717
2.618 1.0717
4.250 1.0717
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 1.0717 1.0740
PP 1.0717 1.0732
S1 1.0717 1.0725

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

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