CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 1.0443 1.0500 0.0057 0.5% 1.0396
High 1.0493 1.0563 0.0070 0.7% 1.0563
Low 1.0359 1.0377 0.0018 0.2% 1.0318
Close 1.0473 1.0444 -0.0029 -0.3% 1.0444
Range 0.0134 0.0186 0.0052 38.8% 0.0245
ATR 0.0080 0.0087 0.0008 9.6% 0.0000
Volume 44 10 -34 -77.3% 54
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1019 1.0918 1.0546
R3 1.0833 1.0732 1.0495
R2 1.0647 1.0647 1.0478
R1 1.0546 1.0546 1.0461 1.0504
PP 1.0461 1.0461 1.0461 1.0440
S1 1.0360 1.0360 1.0427 1.0318
S2 1.0275 1.0275 1.0410
S3 1.0089 1.0174 1.0393
S4 0.9903 0.9988 1.0342
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1177 1.1055 1.0579
R3 1.0932 1.0810 1.0511
R2 1.0687 1.0687 1.0489
R1 1.0565 1.0565 1.0466 1.0626
PP 1.0442 1.0442 1.0442 1.0472
S1 1.0320 1.0320 1.0422 1.0381
S2 1.0197 1.0197 1.0399
S3 0.9952 1.0075 1.0377
S4 0.9707 0.9830 1.0309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0563 1.0318 0.0245 2.3% 0.0111 1.1% 51% True False 10
10 1.0563 1.0250 0.0313 3.0% 0.0072 0.7% 62% True False 5
20 1.0820 1.0250 0.0570 5.5% 0.0053 0.5% 34% False False 3
40 1.0820 1.0193 0.0627 6.0% 0.0038 0.4% 40% False False 1
60 1.0930 1.0193 0.0737 7.1% 0.0027 0.3% 34% False False 1
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 0.0019
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 1.1354
2.618 1.1050
1.618 1.0864
1.000 1.0749
0.618 1.0678
HIGH 1.0563
0.618 1.0492
0.500 1.0470
0.382 1.0448
LOW 1.0377
0.618 1.0262
1.000 1.0191
1.618 1.0076
2.618 0.9890
4.250 0.9587
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 1.0470 1.0443
PP 1.0461 1.0442
S1 1.0453 1.0441

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

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