CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 0.9864 0.9925 0.0061 0.6% 0.9980
High 0.9933 0.9929 -0.0004 0.0% 1.0010
Low 0.9860 0.9865 0.0005 0.1% 0.9842
Close 0.9928 0.9873 -0.0055 -0.6% 0.9873
Range 0.0073 0.0064 -0.0009 -12.3% 0.0168
ATR 0.0080 0.0078 -0.0001 -1.4% 0.0000
Volume 147 151 4 2.7% 908
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0081 1.0041 0.9908
R3 1.0017 0.9977 0.9891
R2 0.9953 0.9953 0.9885
R1 0.9913 0.9913 0.9879 0.9901
PP 0.9889 0.9889 0.9889 0.9883
S1 0.9849 0.9849 0.9867 0.9837
S2 0.9825 0.9825 0.9861
S3 0.9761 0.9785 0.9855
S4 0.9697 0.9721 0.9838
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0412 1.0311 0.9965
R3 1.0244 1.0143 0.9919
R2 1.0076 1.0076 0.9904
R1 0.9975 0.9975 0.9888 0.9942
PP 0.9908 0.9908 0.9908 0.9892
S1 0.9807 0.9807 0.9858 0.9774
S2 0.9740 0.9740 0.9842
S3 0.9572 0.9639 0.9827
S4 0.9404 0.9471 0.9781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0010 0.9842 0.0168 1.7% 0.0072 0.7% 18% False False 181
10 1.0063 0.9842 0.0221 2.2% 0.0070 0.7% 14% False False 173
20 1.0305 0.9842 0.0463 4.7% 0.0075 0.8% 7% False False 125
40 1.0607 0.9842 0.0765 7.7% 0.0081 0.8% 4% False False 71
60 1.0607 0.9842 0.0765 7.7% 0.0077 0.8% 4% False False 49
80 1.0820 0.9842 0.0978 9.9% 0.0063 0.6% 3% False False 36
100 1.0820 0.9842 0.0978 9.9% 0.0053 0.5% 3% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0201
2.618 1.0097
1.618 1.0033
1.000 0.9993
0.618 0.9969
HIGH 0.9929
0.618 0.9905
0.500 0.9897
0.382 0.9889
LOW 0.9865
0.618 0.9825
1.000 0.9801
1.618 0.9761
2.618 0.9697
4.250 0.9593
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 0.9897 0.9888
PP 0.9889 0.9883
S1 0.9881 0.9878

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

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