CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 1.0326 1.0306 -0.0020 -0.2% 1.0396
High 1.0326 1.0339 0.0013 0.1% 1.0563
Low 1.0324 1.0273 -0.0051 -0.5% 1.0318
Close 1.0326 1.0299 -0.0027 -0.3% 1.0444
Range 0.0002 0.0066 0.0064 3,200.0% 0.0245
ATR 0.0085 0.0084 -0.0001 -1.6% 0.0000
Volume 0 1 1 54
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0502 1.0466 1.0335
R3 1.0436 1.0400 1.0317
R2 1.0370 1.0370 1.0311
R1 1.0334 1.0334 1.0305 1.0319
PP 1.0304 1.0304 1.0304 1.0296
S1 1.0268 1.0268 1.0293 1.0253
S2 1.0238 1.0238 1.0287
S3 1.0172 1.0202 1.0281
S4 1.0106 1.0136 1.0263
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 1.0273 0.0290 2.8% 0.0093 0.9% 9% False True 12
10 1.0563 1.0273 0.0290 2.8% 0.0074 0.7% 9% False True 6
20 1.0583 1.0250 0.0333 3.2% 0.0057 0.6% 15% False False 3
40 1.0820 1.0193 0.0627 6.1% 0.0039 0.4% 17% False False 1
60 1.0820 1.0193 0.0627 6.1% 0.0030 0.3% 17% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0620
2.618 1.0512
1.618 1.0446
1.000 1.0405
0.618 1.0380
HIGH 1.0339
0.618 1.0314
0.500 1.0306
0.382 1.0298
LOW 1.0273
0.618 1.0232
1.000 1.0207
1.618 1.0166
2.618 1.0100
4.250 0.9993
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 1.0306 1.0345
PP 1.0304 1.0329
S1 1.0301 1.0314

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

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