CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 0.9896 0.9850 -0.0046 -0.5% 0.9920
High 0.9896 0.9851 -0.0045 -0.5% 0.9961
Low 0.9896 0.9825 -0.0071 -0.7% 0.9825
Close 0.9896 0.9825 -0.0071 -0.7% 0.9825
Range 0.0000 0.0026 0.0026 0.0136
ATR 0.0052 0.0053 0.0001 2.7% 0.0000
Volume 0 2 2 2
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.9912 0.9894 0.9839
R3 0.9886 0.9868 0.9832
R2 0.9860 0.9860 0.9830
R1 0.9842 0.9842 0.9827 0.9838
PP 0.9834 0.9834 0.9834 0.9832
S1 0.9816 0.9816 0.9823 0.9812
S2 0.9808 0.9808 0.9820
S3 0.9782 0.9790 0.9818
S4 0.9756 0.9764 0.9811
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0278 1.0188 0.9900
R3 1.0142 1.0052 0.9862
R2 1.0006 1.0006 0.9850
R1 0.9916 0.9916 0.9837 0.9893
PP 0.9870 0.9870 0.9870 0.9859
S1 0.9780 0.9780 0.9813 0.9757
S2 0.9734 0.9734 0.9800
S3 0.9598 0.9644 0.9788
S4 0.9462 0.9508 0.9750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9976 0.9825 0.0151 1.5% 0.0015 0.2% 0% False True 1
10 1.0097 0.9825 0.0272 2.8% 0.0035 0.4% 0% False True 2
20 1.0247 0.9825 0.0422 4.3% 0.0038 0.4% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9961
2.618 0.9919
1.618 0.9893
1.000 0.9877
0.618 0.9867
HIGH 0.9851
0.618 0.9841
0.500 0.9838
0.382 0.9835
LOW 0.9825
0.618 0.9809
1.000 0.9799
1.618 0.9783
2.618 0.9757
4.250 0.9715
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 0.9838 0.9893
PP 0.9834 0.9870
S1 0.9829 0.9848

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

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