CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 1.0398 1.0414 0.0016 0.2% 1.0373
High 1.0450 1.0489 0.0039 0.4% 1.0489
Low 1.0333 1.0397 0.0064 0.6% 1.0304
Close 1.0408 1.0469 0.0061 0.6% 1.0469
Range 0.0117 0.0092 -0.0025 -21.4% 0.0185
ATR 0.0093 0.0093 0.0000 -0.1% 0.0000
Volume 28 22 -6 -21.4% 119
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0728 1.0690 1.0520
R3 1.0636 1.0598 1.0494
R2 1.0544 1.0544 1.0486
R1 1.0506 1.0506 1.0477 1.0525
PP 1.0452 1.0452 1.0452 1.0461
S1 1.0414 1.0414 1.0461 1.0433
S2 1.0360 1.0360 1.0452
S3 1.0268 1.0322 1.0444
S4 1.0176 1.0230 1.0418
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0976 1.0907 1.0571
R3 1.0791 1.0722 1.0520
R2 1.0606 1.0606 1.0503
R1 1.0537 1.0537 1.0486 1.0572
PP 1.0421 1.0421 1.0421 1.0438
S1 1.0352 1.0352 1.0452 1.0387
S2 1.0236 1.0236 1.0435
S3 1.0051 1.0167 1.0418
S4 0.9866 0.9982 1.0367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0489 1.0304 0.0185 1.8% 0.0099 0.9% 89% True False 23
10 1.0489 1.0257 0.0232 2.2% 0.0089 0.8% 91% True False 16
20 1.0563 1.0230 0.0333 3.2% 0.0091 0.9% 72% False False 11
40 1.0820 1.0230 0.0590 5.6% 0.0059 0.6% 41% False False 6
60 1.0820 1.0193 0.0627 6.0% 0.0046 0.4% 44% False False 4
80 1.1036 1.0193 0.0843 8.1% 0.0036 0.3% 33% False False 3
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0880
2.618 1.0730
1.618 1.0638
1.000 1.0581
0.618 1.0546
HIGH 1.0489
0.618 1.0454
0.500 1.0443
0.382 1.0432
LOW 1.0397
0.618 1.0340
1.000 1.0305
1.618 1.0248
2.618 1.0156
4.250 1.0006
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 1.0460 1.0449
PP 1.0452 1.0429
S1 1.0443 1.0410

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

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