CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 1.0500 1.0346 -0.0154 -1.5% 1.0820
High 1.0500 1.0346 -0.0154 -1.5% 1.0820
Low 1.0392 1.0319 -0.0073 -0.7% 1.0406
Close 1.0392 1.0346 -0.0046 -0.4% 1.0462
Range 0.0108 0.0027 -0.0081 -75.0% 0.0414
ATR 0.0083 0.0082 -0.0001 -0.9% 0.0000
Volume 8 0 -8 -100.0% 4
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0418 1.0409 1.0361
R3 1.0391 1.0382 1.0353
R2 1.0364 1.0364 1.0351
R1 1.0355 1.0355 1.0348 1.0360
PP 1.0337 1.0337 1.0337 1.0339
S1 1.0328 1.0328 1.0344 1.0333
S2 1.0310 1.0310 1.0341
S3 1.0283 1.0301 1.0339
S4 1.0256 1.0274 1.0331
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1805 1.1547 1.0690
R3 1.1391 1.1133 1.0576
R2 1.0977 1.0977 1.0538
R1 1.0719 1.0719 1.0500 1.0641
PP 1.0563 1.0563 1.0563 1.0524
S1 1.0305 1.0305 1.0424 1.0227
S2 1.0149 1.0149 1.0386
S3 0.9735 0.9891 1.0348
S4 0.9321 0.9477 1.0234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0500 1.0319 0.0181 1.7% 0.0054 0.5% 15% False True 2
10 1.0820 1.0319 0.0501 4.8% 0.0033 0.3% 5% False True 1
20 1.0820 1.0193 0.0627 6.1% 0.0024 0.2% 24% False False
40 1.0820 1.0193 0.0627 6.1% 0.0021 0.2% 24% False False
60 1.1036 1.0193 0.0843 8.1% 0.0015 0.1% 18% False False
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0461
2.618 1.0417
1.618 1.0390
1.000 1.0373
0.618 1.0363
HIGH 1.0346
0.618 1.0336
0.500 1.0333
0.382 1.0329
LOW 1.0319
0.618 1.0302
1.000 1.0292
1.618 1.0275
2.618 1.0248
4.250 1.0204
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 1.0342 1.0410
PP 1.0337 1.0388
S1 1.0333 1.0367

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

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