CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 1.0410 1.0271 -0.0139 -1.3% 1.0416
High 1.0410 1.0329 -0.0081 -0.8% 1.0416
Low 1.0268 1.0230 -0.0038 -0.4% 1.0230
Close 1.0310 1.0271 -0.0039 -0.4% 1.0271
Range 0.0142 0.0099 -0.0043 -30.3% 0.0186
ATR 0.0088 0.0089 0.0001 0.9% 0.0000
Volume 3 1 -2 -66.7% 11
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0574 1.0521 1.0325
R3 1.0475 1.0422 1.0298
R2 1.0376 1.0376 1.0289
R1 1.0323 1.0323 1.0280 1.0321
PP 1.0277 1.0277 1.0277 1.0275
S1 1.0224 1.0224 1.0262 1.0222
S2 1.0178 1.0178 1.0253
S3 1.0079 1.0125 1.0244
S4 0.9980 1.0026 1.0217
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0864 1.0753 1.0373
R3 1.0678 1.0567 1.0322
R2 1.0492 1.0492 1.0305
R1 1.0381 1.0381 1.0288 1.0344
PP 1.0306 1.0306 1.0306 1.0287
S1 1.0195 1.0195 1.0254 1.0158
S2 1.0120 1.0120 1.0237
S3 0.9934 1.0009 1.0220
S4 0.9748 0.9823 1.0169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0416 1.0230 0.0186 1.8% 0.0077 0.7% 22% False True 2
10 1.0563 1.0230 0.0333 3.2% 0.0094 0.9% 12% False True 6
20 1.0563 1.0230 0.0333 3.2% 0.0069 0.7% 12% False True 3
40 1.0820 1.0193 0.0627 6.1% 0.0044 0.4% 12% False False 1
60 1.0820 1.0193 0.0627 6.1% 0.0034 0.3% 12% False False 1
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0750
2.618 1.0588
1.618 1.0489
1.000 1.0428
0.618 1.0390
HIGH 1.0329
0.618 1.0291
0.500 1.0280
0.382 1.0268
LOW 1.0230
0.618 1.0169
1.000 1.0131
1.618 1.0070
2.618 0.9971
4.250 0.9809
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 1.0280 1.0320
PP 1.0277 1.0304
S1 1.0274 1.0287

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

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