CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 1.0016 1.0037 0.0021 0.2% 1.0140
High 1.0016 1.0100 0.0084 0.8% 1.0140
Low 0.9988 1.0037 0.0049 0.5% 0.9988
Close 1.0015 1.0047 0.0032 0.3% 1.0047
Range 0.0028 0.0063 0.0035 125.0% 0.0152
ATR 0.0061 0.0063 0.0002 2.7% 0.0000
Volume 7 45 38 542.9% 90
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0250 1.0212 1.0082
R3 1.0187 1.0149 1.0064
R2 1.0124 1.0124 1.0059
R1 1.0086 1.0086 1.0053 1.0105
PP 1.0061 1.0061 1.0061 1.0071
S1 1.0023 1.0023 1.0041 1.0042
S2 0.9998 0.9998 1.0035
S3 0.9935 0.9960 1.0030
S4 0.9872 0.9897 1.0012
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0514 1.0433 1.0131
R3 1.0362 1.0281 1.0089
R2 1.0210 1.0210 1.0075
R1 1.0129 1.0129 1.0061 1.0094
PP 1.0058 1.0058 1.0058 1.0041
S1 0.9977 0.9977 1.0033 0.9942
S2 0.9906 0.9906 1.0019
S3 0.9754 0.9825 1.0005
S4 0.9602 0.9673 0.9963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0140 0.9988 0.0152 1.5% 0.0037 0.4% 39% False False 18
10 1.0144 0.9959 0.0185 1.8% 0.0046 0.5% 48% False False 25
20 1.0216 0.9959 0.0257 2.6% 0.0040 0.4% 34% False False 17
40 1.0303 0.9825 0.0478 4.8% 0.0037 0.4% 46% False False 12
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0368
2.618 1.0265
1.618 1.0202
1.000 1.0163
0.618 1.0139
HIGH 1.0100
0.618 1.0076
0.500 1.0069
0.382 1.0061
LOW 1.0037
0.618 0.9998
1.000 0.9974
1.618 0.9935
2.618 0.9872
4.250 0.9769
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 1.0069 1.0046
PP 1.0061 1.0045
S1 1.0054 1.0044

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

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