CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 1.0286 1.0239 -0.0047 -0.5% 1.0166
High 1.0295 1.0239 -0.0056 -0.5% 1.0321
Low 1.0286 1.0239 -0.0047 -0.5% 1.0166
Close 1.0295 1.0239 -0.0056 -0.5% 1.0320
Range 0.0009 0.0000 -0.0009 -100.0% 0.0155
ATR
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0239 1.0239 1.0239
R3 1.0239 1.0239 1.0239
R2 1.0239 1.0239 1.0239
R1 1.0239 1.0239 1.0239 1.0239
PP 1.0239 1.0239 1.0239 1.0239
S1 1.0239 1.0239 1.0239 1.0239
S2 1.0239 1.0239 1.0239
S3 1.0239 1.0239 1.0239
S4 1.0239 1.0239 1.0239
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0734 1.0682 1.0405
R3 1.0579 1.0527 1.0363
R2 1.0424 1.0424 1.0348
R1 1.0372 1.0372 1.0334 1.0398
PP 1.0269 1.0269 1.0269 1.0282
S1 1.0217 1.0217 1.0306 1.0243
S2 1.0114 1.0114 1.0292
S3 0.9959 1.0062 1.0277
S4 0.9804 0.9907 1.0235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0321 1.0239 0.0082 0.8% 0.0002 0.0% 0% False True
10 1.0321 0.9989 0.0332 3.2% 0.0001 0.0% 75% False False
Crabel Price Patterns
NR True
NR4 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0239
2.618 1.0239
1.618 1.0239
1.000 1.0239
0.618 1.0239
HIGH 1.0239
0.618 1.0239
0.500 1.0239
0.382 1.0239
LOW 1.0239
0.618 1.0239
1.000 1.0239
1.618 1.0239
2.618 1.0239
4.250 1.0239
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 1.0239 1.0280
PP 1.0239 1.0266
S1 1.0239 1.0253

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

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