CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 1.0335 1.0370 0.0035 0.3% 1.0269
High 1.0411 1.0416 0.0005 0.0% 1.0393
Low 1.0318 1.0318 0.0000 0.0% 1.0250
Close 1.0335 1.0370 0.0035 0.3% 1.0393
Range 0.0093 0.0098 0.0005 5.4% 0.0143
ATR 0.0074 0.0075 0.0002 2.4% 0.0000
Volume
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0662 1.0614 1.0424
R3 1.0564 1.0516 1.0397
R2 1.0466 1.0466 1.0388
R1 1.0418 1.0418 1.0379 1.0419
PP 1.0368 1.0368 1.0368 1.0369
S1 1.0320 1.0320 1.0361 1.0321
S2 1.0270 1.0270 1.0352
S3 1.0172 1.0222 1.0343
S4 1.0074 1.0124 1.0316
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0774 1.0727 1.0472
R3 1.0631 1.0584 1.0432
R2 1.0488 1.0488 1.0419
R1 1.0441 1.0441 1.0406 1.0465
PP 1.0345 1.0345 1.0345 1.0357
S1 1.0298 1.0298 1.0380 1.0322
S2 1.0202 1.0202 1.0367
S3 1.0059 1.0155 1.0354
S4 0.9916 1.0012 1.0314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0416 1.0318 0.0098 0.9% 0.0054 0.5% 53% True True
10 1.0500 1.0250 0.0250 2.4% 0.0054 0.5% 48% False False 1
20 1.0820 1.0250 0.0570 5.5% 0.0037 0.4% 21% False False
40 1.0820 1.0193 0.0627 6.0% 0.0030 0.3% 28% False False
60 1.0930 1.0193 0.0737 7.1% 0.0022 0.2% 24% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0833
2.618 1.0673
1.618 1.0575
1.000 1.0514
0.618 1.0477
HIGH 1.0416
0.618 1.0379
0.500 1.0367
0.382 1.0355
LOW 1.0318
0.618 1.0257
1.000 1.0220
1.618 1.0159
2.618 1.0061
4.250 0.9902
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 1.0369 1.0369
PP 1.0368 1.0368
S1 1.0367 1.0367

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

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