CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 1.0735 1.0632 -0.0103 -1.0% 1.0728
High 1.0735 1.0632 -0.0103 -1.0% 1.0737
Low 1.0735 1.0632 -0.0103 -1.0% 1.0652
Close 1.0735 1.0632 -0.0103 -1.0% 1.0735
Range
ATR 0.0057 0.0060 0.0003 5.8% 0.0000
Volume
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0632 1.0632 1.0632
R3 1.0632 1.0632 1.0632
R2 1.0632 1.0632 1.0632
R1 1.0632 1.0632 1.0632 1.0632
PP 1.0632 1.0632 1.0632 1.0632
S1 1.0632 1.0632 1.0632 1.0632
S2 1.0632 1.0632 1.0632
S3 1.0632 1.0632 1.0632
S4 1.0632 1.0632 1.0632
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0963 1.0934 1.0782
R3 1.0878 1.0849 1.0758
R2 1.0793 1.0793 1.0751
R1 1.0764 1.0764 1.0743 1.0779
PP 1.0708 1.0708 1.0708 1.0715
S1 1.0679 1.0679 1.0727 1.0694
S2 1.0623 1.0623 1.0719
S3 1.0538 1.0594 1.0712
S4 1.0453 1.0509 1.0688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0735 1.0632 0.0103 1.0% 0.0008 0.1% 0% False True
10 1.0930 1.0632 0.0298 2.8% 0.0008 0.1% 0% False True
20 1.1036 1.0632 0.0404 3.8% 0.0004 0.0% 0% False True
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 1.0632
2.618 1.0632
1.618 1.0632
1.000 1.0632
0.618 1.0632
HIGH 1.0632
0.618 1.0632
0.500 1.0632
0.382 1.0632
LOW 1.0632
0.618 1.0632
1.000 1.0632
1.618 1.0632
2.618 1.0632
4.250 1.0632
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 1.0632 1.0684
PP 1.0632 1.0666
S1 1.0632 1.0649

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

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