CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 1.0250 1.0357 0.0107 1.0% 1.0431
High 1.0343 1.0357 0.0014 0.1% 1.0500
Low 1.0250 1.0320 0.0070 0.7% 1.0319
Close 1.0343 1.0357 0.0014 0.1% 1.0353
Range 0.0093 0.0037 -0.0056 -60.2% 0.0181
ATR 0.0080 0.0077 -0.0003 -3.9% 0.0000
Volume 1 0 -1 -100.0% 9
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0456 1.0443 1.0377
R3 1.0419 1.0406 1.0367
R2 1.0382 1.0382 1.0364
R1 1.0369 1.0369 1.0360 1.0376
PP 1.0345 1.0345 1.0345 1.0348
S1 1.0332 1.0332 1.0354 1.0339
S2 1.0308 1.0308 1.0350
S3 1.0271 1.0295 1.0347
S4 1.0234 1.0258 1.0337
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0934 1.0824 1.0453
R3 1.0753 1.0643 1.0403
R2 1.0572 1.0572 1.0386
R1 1.0462 1.0462 1.0370 1.0427
PP 1.0391 1.0391 1.0391 1.0373
S1 1.0281 1.0281 1.0336 1.0246
S2 1.0210 1.0210 1.0320
S3 1.0029 1.0100 1.0303
S4 0.9848 0.9919 1.0253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0360 1.0250 0.0110 1.1% 0.0039 0.4% 97% False False
10 1.0500 1.0250 0.0250 2.4% 0.0044 0.4% 43% False False 1
20 1.0820 1.0250 0.0570 5.5% 0.0026 0.3% 19% False False
40 1.0820 1.0193 0.0627 6.1% 0.0024 0.2% 26% False False
60 1.1036 1.0193 0.0843 8.1% 0.0018 0.2% 19% 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 1.0514
2.618 1.0454
1.618 1.0417
1.000 1.0394
0.618 1.0380
HIGH 1.0357
0.618 1.0343
0.500 1.0339
0.382 1.0334
LOW 1.0320
0.618 1.0297
1.000 1.0283
1.618 1.0260
2.618 1.0223
4.250 1.0163
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 1.0351 1.0339
PP 1.0345 1.0321
S1 1.0339 1.0304

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

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