CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	1.0010	1.0019	0.0009	0.1%	1.0140
High	1.0045	1.0036	-0.0009	-0.1%	1.0140
Low	0.9996	1.0010	0.0014	0.1%	0.9988
Close	1.0045	1.0019	-0.0026	-0.3%	1.0047
Range	0.0049	0.0026	-0.0023	-46.9%	0.0152
ATR	0.0062	0.0060	-0.0002	-3.1%	0.0000
Volume	56	24	-32	-57.1%	90

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0100	1.0085	1.0033
R3	1.0074	1.0059	1.0026
R2	1.0048	1.0048	1.0024
R1	1.0033	1.0033	1.0021	1.0032
PP	1.0022	1.0022	1.0022	1.0021
S1	1.0007	1.0007	1.0017	1.0006
S2	0.9996	0.9996	1.0014
S3	0.9970	0.9981	1.0012
S4	0.9944	0.9955	1.0005

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	1.0100	0.9988	0.0112	1.1%	0.0033	0.3%	28%	False	False	26
10	1.0144	0.9978	0.0166	1.7%	0.0043	0.4%	25%	False	False	25
20	1.0216	0.9959	0.0257	2.6%	0.0041	0.4%	23%	False	False	21
40	1.0303	0.9825	0.0478	4.8%	0.0036	0.4%	41%	False	False	13

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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0147
2.618	1.0104
1.618	1.0078
1.000	1.0062
0.618	1.0052
HIGH	1.0036
0.618	1.0026
0.500	1.0023
0.382	1.0020
LOW	1.0010
0.618	0.9994
1.000	0.9984
1.618	0.9968
2.618	0.9942
4.250	0.9900

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	1.0023	1.0048
PP	1.0022	1.0038
S1	1.0020	1.0029

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols