CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 1.0125 0.9978 -0.0147 -1.5% 1.0216
High 1.0125 0.9989 -0.0136 -1.3% 1.0216
Low 1.0053 0.9959 -0.0094 -0.9% 1.0078
Close 1.0053 0.9989 -0.0064 -0.6% 1.0078
Range 0.0072 0.0030 -0.0042 -58.3% 0.0138
ATR 0.0065 0.0067 0.0002 3.2% 0.0000
Volume 3 78 75 2,500.0% 13
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0069 1.0059 1.0006
R3 1.0039 1.0029 0.9997
R2 1.0009 1.0009 0.9995
R1 0.9999 0.9999 0.9992 1.0004
PP 0.9979 0.9979 0.9979 0.9982
S1 0.9969 0.9969 0.9986 0.9974
S2 0.9949 0.9949 0.9984
S3 0.9919 0.9939 0.9981
S4 0.9889 0.9909 0.9973
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0538 1.0446 1.0154
R3 1.0400 1.0308 1.0116
R2 1.0262 1.0262 1.0103
R1 1.0170 1.0170 1.0091 1.0147
PP 1.0124 1.0124 1.0124 1.0113
S1 1.0032 1.0032 1.0065 1.0009
S2 0.9986 0.9986 1.0053
S3 0.9848 0.9894 1.0040
S4 0.9710 0.9756 1.0002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0205 0.9959 0.0246 2.5% 0.0051 0.5% 12% False True 18
10 1.0216 0.9959 0.0257 2.6% 0.0038 0.4% 12% False True 16
20 1.0303 0.9959 0.0344 3.4% 0.0029 0.3% 9% False True 13
40 1.0303 0.9825 0.0478 4.8% 0.0038 0.4% 34% False False 8
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0117
2.618 1.0068
1.618 1.0038
1.000 1.0019
0.618 1.0008
HIGH 0.9989
0.618 0.9978
0.500 0.9974
0.382 0.9970
LOW 0.9959
0.618 0.9940
1.000 0.9929
1.618 0.9910
2.618 0.9880
4.250 0.9832
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 0.9984 1.0066
PP 0.9979 1.0040
S1 0.9974 1.0015

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

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