CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 1.0146 1.0186 0.0040 0.4% 1.0298
High 1.0175 1.0211 0.0036 0.4% 1.0303
Low 1.0146 1.0186 0.0040 0.4% 1.0110
Close 1.0175 1.0211 0.0036 0.4% 1.0166
Range 0.0029 0.0025 -0.0004 -13.8% 0.0193
ATR 0.0069 0.0067 -0.0002 -3.4% 0.0000
Volume 3 2 -1 -33.3% 45
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0278 1.0269 1.0225
R3 1.0253 1.0244 1.0218
R2 1.0228 1.0228 1.0216
R1 1.0219 1.0219 1.0213 1.0224
PP 1.0203 1.0203 1.0203 1.0205
S1 1.0194 1.0194 1.0209 1.0199
S2 1.0178 1.0178 1.0206
S3 1.0153 1.0169 1.0204
S4 1.0128 1.0144 1.0197
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0772 1.0662 1.0272
R3 1.0579 1.0469 1.0219
R2 1.0386 1.0386 1.0201
R1 1.0276 1.0276 1.0184 1.0235
PP 1.0193 1.0193 1.0193 1.0172
S1 1.0083 1.0083 1.0148 1.0042
S2 1.0000 1.0000 1.0131
S3 0.9807 0.9890 1.0113
S4 0.9614 0.9697 1.0060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0259 1.0110 0.0149 1.5% 0.0022 0.2% 68% False False 2
10 1.0303 1.0110 0.0193 1.9% 0.0026 0.3% 52% False False 10
20 1.0303 0.9825 0.0478 4.7% 0.0031 0.3% 81% False False 6
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0317
2.618 1.0276
1.618 1.0251
1.000 1.0236
0.618 1.0226
HIGH 1.0211
0.618 1.0201
0.500 1.0199
0.382 1.0196
LOW 1.0186
0.618 1.0171
1.000 1.0161
1.618 1.0146
2.618 1.0121
4.250 1.0080
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 1.0207 1.0197
PP 1.0203 1.0182
S1 1.0199 1.0168

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

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