CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 0.9899 0.9917 0.0018 0.2% 1.0010
High 0.9926 0.9956 0.0030 0.3% 1.0045
Low 0.9892 0.9917 0.0025 0.3% 0.9902
Close 0.9921 0.9927 0.0006 0.1% 0.9902
Range 0.0034 0.0039 0.0005 14.7% 0.0143
ATR 0.0058 0.0057 -0.0001 -2.4% 0.0000
Volume 48 23 -25 -52.1% 148
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0050 1.0028 0.9948
R3 1.0011 0.9989 0.9938
R2 0.9972 0.9972 0.9934
R1 0.9950 0.9950 0.9931 0.9961
PP 0.9933 0.9933 0.9933 0.9939
S1 0.9911 0.9911 0.9923 0.9922
S2 0.9894 0.9894 0.9920
S3 0.9855 0.9872 0.9916
S4 0.9816 0.9833 0.9906
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0379 1.0283 0.9981
R3 1.0236 1.0140 0.9941
R2 1.0093 1.0093 0.9928
R1 0.9997 0.9997 0.9915 0.9974
PP 0.9950 0.9950 0.9950 0.9938
S1 0.9854 0.9854 0.9889 0.9831
S2 0.9807 0.9807 0.9876
S3 0.9664 0.9711 0.9863
S4 0.9521 0.9568 0.9823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9956 0.9872 0.0084 0.8% 0.0035 0.4% 65% True False 24
10 1.0100 0.9872 0.0228 2.3% 0.0043 0.4% 24% False False 30
20 1.0205 0.9872 0.0333 3.4% 0.0047 0.5% 17% False False 25
40 1.0303 0.9846 0.0457 4.6% 0.0040 0.4% 18% False False 18
60 1.0303 0.9825 0.0478 4.8% 0.0039 0.4% 21% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0122
2.618 1.0058
1.618 1.0019
1.000 0.9995
0.618 0.9980
HIGH 0.9956
0.618 0.9941
0.500 0.9937
0.382 0.9932
LOW 0.9917
0.618 0.9893
1.000 0.9878
1.618 0.9854
2.618 0.9815
4.250 0.9751
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 0.9937 0.9923
PP 0.9933 0.9918
S1 0.9930 0.9914

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

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