CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 1.0073 1.0049 -0.0024 -0.2% 1.0128
High 1.0073 1.0049 -0.0024 -0.2% 1.0128
Low 1.0073 1.0049 -0.0024 -0.2% 1.0060
Close 1.0073 1.0049 -0.0024 -0.2% 1.0100
Range
ATR 0.0051 0.0049 -0.0002 -3.8% 0.0000
Volume
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0049 1.0049 1.0049
R3 1.0049 1.0049 1.0049
R2 1.0049 1.0049 1.0049
R1 1.0049 1.0049 1.0049 1.0049
PP 1.0049 1.0049 1.0049 1.0049
S1 1.0049 1.0049 1.0049 1.0049
S2 1.0049 1.0049 1.0049
S3 1.0049 1.0049 1.0049
S4 1.0049 1.0049 1.0049
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0300 1.0268 1.0137
R3 1.0232 1.0200 1.0119
R2 1.0164 1.0164 1.0112
R1 1.0132 1.0132 1.0106 1.0114
PP 1.0096 1.0096 1.0096 1.0087
S1 1.0064 1.0064 1.0094 1.0046
S2 1.0028 1.0028 1.0088
S3 0.9960 0.9996 1.0081
S4 0.9892 0.9928 1.0063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0100 1.0049 0.0051 0.5% 0.0000 0.0% 0% False True
10 1.0198 1.0049 0.0149 1.5% 0.0005 0.0% 0% False True
20 1.0271 1.0021 0.0250 2.5% 0.0009 0.1% 11% False False
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0049
2.618 1.0049
1.618 1.0049
1.000 1.0049
0.618 1.0049
HIGH 1.0049
0.618 1.0049
0.500 1.0049
0.382 1.0049
LOW 1.0049
0.618 1.0049
1.000 1.0049
1.618 1.0049
2.618 1.0049
4.250 1.0049
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 1.0049 1.0074
PP 1.0049 1.0066
S1 1.0049 1.0057

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

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