CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 0.9906 1.0019 0.0113 1.1% 0.9926
High 1.0016 1.0130 0.0114 1.1% 0.9956
Low 0.9906 1.0013 0.0107 1.1% 0.9818
Close 1.0007 1.0128 0.0121 1.2% 0.9818
Range 0.0110 0.0117 0.0007 6.4% 0.0138
ATR 0.0066 0.0071 0.0004 6.1% 0.0000
Volume 42 372 330 785.7% 124
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0441 1.0402 1.0192
R3 1.0324 1.0285 1.0160
R2 1.0207 1.0207 1.0149
R1 1.0168 1.0168 1.0139 1.0188
PP 1.0090 1.0090 1.0090 1.0100
S1 1.0051 1.0051 1.0117 1.0071
S2 0.9973 0.9973 1.0107
S3 0.9856 0.9934 1.0096
S4 0.9739 0.9817 1.0064
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0278 1.0186 0.9894
R3 1.0140 1.0048 0.9856
R2 1.0002 1.0002 0.9843
R1 0.9910 0.9910 0.9831 0.9887
PP 0.9864 0.9864 0.9864 0.9853
S1 0.9772 0.9772 0.9805 0.9749
S2 0.9726 0.9726 0.9793
S3 0.9588 0.9634 0.9780
S4 0.9450 0.9496 0.9742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0130 0.9818 0.0312 3.1% 0.0079 0.8% 99% True False 116
10 1.0130 0.9818 0.0312 3.1% 0.0057 0.6% 99% True False 70
20 1.0144 0.9818 0.0326 3.2% 0.0053 0.5% 95% False False 48
40 1.0303 0.9818 0.0485 4.8% 0.0042 0.4% 64% False False 32
60 1.0303 0.9818 0.0485 4.8% 0.0042 0.4% 64% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0627
2.618 1.0436
1.618 1.0319
1.000 1.0247
0.618 1.0202
HIGH 1.0130
0.618 1.0085
0.500 1.0072
0.382 1.0058
LOW 1.0013
0.618 0.9941
1.000 0.9896
1.618 0.9824
2.618 0.9707
4.250 0.9516
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 1.0109 1.0081
PP 1.0090 1.0034
S1 1.0072 0.9988

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

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