CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 1.0314 1.0445 0.0131 1.3% 1.0253
High 1.0314 1.0445 0.0131 1.3% 1.0398
Low 1.0314 1.0445 0.0131 1.3% 1.0193
Close 1.0314 1.0445 0.0131 1.3% 1.0323
Range
ATR 0.0051 0.0056 0.0006 11.3% 0.0000
Volume
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0445 1.0445 1.0445
R3 1.0445 1.0445 1.0445
R2 1.0445 1.0445 1.0445
R1 1.0445 1.0445 1.0445 1.0445
PP 1.0445 1.0445 1.0445 1.0445
S1 1.0445 1.0445 1.0445 1.0445
S2 1.0445 1.0445 1.0445
S3 1.0445 1.0445 1.0445
S4 1.0445 1.0445 1.0445
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0920 1.0826 1.0436
R3 1.0715 1.0621 1.0379
R2 1.0510 1.0510 1.0361
R1 1.0416 1.0416 1.0342 1.0463
PP 1.0305 1.0305 1.0305 1.0328
S1 1.0211 1.0211 1.0304 1.0258
S2 1.0100 1.0100 1.0285
S3 0.9895 1.0006 1.0267
S4 0.9690 0.9801 1.0210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0445 1.0313 0.0132 1.3% 0.0005 0.0% 100% True False
10 1.0445 1.0193 0.0252 2.4% 0.0017 0.2% 100% True False
20 1.0547 1.0193 0.0354 3.4% 0.0023 0.2% 71% False False
40 1.0930 1.0193 0.0737 7.1% 0.0015 0.1% 34% 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 1.0445
2.618 1.0445
1.618 1.0445
1.000 1.0445
0.618 1.0445
HIGH 1.0445
0.618 1.0445
0.500 1.0445
0.382 1.0445
LOW 1.0445
0.618 1.0445
1.000 1.0445
1.618 1.0445
2.618 1.0445
4.250 1.0445
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 1.0445 1.0423
PP 1.0445 1.0401
S1 1.0445 1.0379

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

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