CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 0.9868 0.9913 0.0045 0.5% 0.9967
High 0.9868 0.9919 0.0051 0.5% 0.9978
Low 0.9868 0.9913 0.0045 0.5% 0.9868
Close 0.9868 0.9919 0.0051 0.5% 0.9868
Range 0.0000 0.0006 0.0006 0.0110
ATR 0.0048 0.0049 0.0000 0.4% 0.0000
Volume 0 1 1 2
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9935 0.9933 0.9922
R3 0.9929 0.9927 0.9921
R2 0.9923 0.9923 0.9920
R1 0.9921 0.9921 0.9920 0.9922
PP 0.9917 0.9917 0.9917 0.9918
S1 0.9915 0.9915 0.9918 0.9916
S2 0.9911 0.9911 0.9918
S3 0.9905 0.9909 0.9917
S4 0.9899 0.9903 0.9916
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0235 1.0161 0.9929
R3 1.0125 1.0051 0.9898
R2 1.0015 1.0015 0.9888
R1 0.9941 0.9941 0.9878 0.9923
PP 0.9905 0.9905 0.9905 0.9896
S1 0.9831 0.9831 0.9858 0.9813
S2 0.9795 0.9795 0.9848
S3 0.9685 0.9721 0.9838
S4 0.9575 0.9611 0.9807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9978 0.9868 0.0110 1.1% 0.0003 0.0% 46% False False
10 1.0099 0.9868 0.0231 2.3% 0.0001 0.0% 22% False False
20 1.0198 0.9868 0.0330 3.3% 0.0009 0.1% 15% False False
40 1.0321 0.9868 0.0453 4.6% 0.0005 0.0% 11% False False
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9945
2.618 0.9935
1.618 0.9929
1.000 0.9925
0.618 0.9923
HIGH 0.9919
0.618 0.9917
0.500 0.9916
0.382 0.9915
LOW 0.9913
0.618 0.9909
1.000 0.9907
1.618 0.9903
2.618 0.9897
4.250 0.9887
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 0.9918 0.9923
PP 0.9917 0.9922
S1 0.9916 0.9920

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

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