CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 1.0445 1.0482 0.0037 0.4% 1.0253
High 1.0445 1.0487 0.0042 0.4% 1.0398
Low 1.0445 1.0482 0.0037 0.4% 1.0193
Close 1.0445 1.0482 0.0037 0.4% 1.0323
Range 0.0000 0.0005 0.0005 0.0205
ATR 0.0056 0.0055 -0.0001 -1.8% 0.0000
Volume
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0499 1.0495 1.0485
R3 1.0494 1.0490 1.0483
R2 1.0489 1.0489 1.0483
R1 1.0485 1.0485 1.0482 1.0485
PP 1.0484 1.0484 1.0484 1.0483
S1 1.0480 1.0480 1.0482 1.0480
S2 1.0479 1.0479 1.0481
S3 1.0474 1.0475 1.0481
S4 1.0469 1.0470 1.0479
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 1.0487 1.0313 0.0174 1.7% 0.0006 0.1% 97% True False
10 1.0487 1.0193 0.0294 2.8% 0.0015 0.1% 98% True False
20 1.0547 1.0193 0.0354 3.4% 0.0023 0.2% 82% False False
40 1.0930 1.0193 0.0737 7.0% 0.0015 0.1% 39% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0508
2.618 1.0500
1.618 1.0495
1.000 1.0492
0.618 1.0490
HIGH 1.0487
0.618 1.0485
0.500 1.0485
0.382 1.0484
LOW 1.0482
0.618 1.0479
1.000 1.0477
1.618 1.0474
2.618 1.0469
4.250 1.0461
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 1.0485 1.0455
PP 1.0484 1.0428
S1 1.0483 1.0401

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

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