CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 1.0258 1.0253 -0.0005 0.0% 1.0404
High 1.0258 1.0253 -0.0005 0.0% 1.0430
Low 1.0258 1.0249 -0.0009 -0.1% 1.0255
Close 1.0258 1.0253 -0.0005 0.0% 1.0258
Range 0.0000 0.0004 0.0004 0.0175
ATR 0.0053 0.0050 -0.0003 -5.9% 0.0000
Volume
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0264 1.0262 1.0255
R3 1.0260 1.0258 1.0254
R2 1.0256 1.0256 1.0254
R1 1.0254 1.0254 1.0253 1.0255
PP 1.0252 1.0252 1.0252 1.0252
S1 1.0250 1.0250 1.0253 1.0251
S2 1.0248 1.0248 1.0252
S3 1.0244 1.0246 1.0252
S4 1.0240 1.0242 1.0251
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0839 1.0724 1.0354
R3 1.0664 1.0549 1.0306
R2 1.0489 1.0489 1.0290
R1 1.0374 1.0374 1.0274 1.0344
PP 1.0314 1.0314 1.0314 1.0300
S1 1.0199 1.0199 1.0242 1.0169
S2 1.0139 1.0139 1.0226
S3 0.9964 1.0024 1.0210
S4 0.9789 0.9849 1.0162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0314 1.0249 0.0065 0.6% 0.0010 0.1% 6% False True
10 1.0522 1.0249 0.0273 2.7% 0.0025 0.2% 1% False True
20 1.0732 1.0249 0.0483 4.7% 0.0018 0.2% 1% False True
40 1.1036 1.0249 0.0787 7.7% 0.0011 0.1% 1% False True
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0270
2.618 1.0263
1.618 1.0259
1.000 1.0257
0.618 1.0255
HIGH 1.0253
0.618 1.0251
0.500 1.0251
0.382 1.0251
LOW 1.0249
0.618 1.0247
1.000 1.0245
1.618 1.0243
2.618 1.0239
4.250 1.0232
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 1.0252 1.0265
PP 1.0252 1.0261
S1 1.0251 1.0257

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

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