CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 1.0021 1.0021 0.0000 0.0% 1.0265
High 1.0044 1.0064 0.0020 0.2% 1.0265
Low 1.0021 1.0021 0.0000 0.0% 1.0134
Close 1.0044 1.0064 0.0020 0.2% 1.0134
Range 0.0023 0.0043 0.0020 87.0% 0.0131
ATR 0.0066 0.0065 -0.0002 -2.5% 0.0000
Volume 1 2 1 100.0% 0
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0179 1.0164 1.0088
R3 1.0136 1.0121 1.0076
R2 1.0093 1.0093 1.0072
R1 1.0078 1.0078 1.0068 1.0086
PP 1.0050 1.0050 1.0050 1.0053
S1 1.0035 1.0035 1.0060 1.0043
S2 1.0007 1.0007 1.0056
S3 0.9964 0.9992 1.0052
S4 0.9921 0.9949 1.0040
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0571 1.0483 1.0206
R3 1.0440 1.0352 1.0170
R2 1.0309 1.0309 1.0158
R1 1.0221 1.0221 1.0146 1.0200
PP 1.0178 1.0178 1.0178 1.0167
S1 1.0090 1.0090 1.0122 1.0069
S2 1.0047 1.0047 1.0110
S3 0.9916 0.9959 1.0098
S4 0.9785 0.9828 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0263 1.0021 0.0242 2.4% 0.0026 0.3% 18% False True 1
10 1.0271 1.0021 0.0250 2.5% 0.0013 0.1% 17% False True
20 1.0321 1.0021 0.0300 3.0% 0.0007 0.1% 14% False True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0247
2.618 1.0177
1.618 1.0134
1.000 1.0107
0.618 1.0091
HIGH 1.0064
0.618 1.0048
0.500 1.0043
0.382 1.0037
LOW 1.0021
0.618 0.9994
1.000 0.9978
1.618 0.9951
2.618 0.9908
4.250 0.9838
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 1.0057 1.0096
PP 1.0050 1.0085
S1 1.0043 1.0075

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

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