CME Swiss Franc Future September 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 1.0058 1.0181 0.0123 1.2% 0.9967
High 1.0058 1.0181 0.0123 1.2% 0.9978
Low 1.0058 1.0181 0.0123 1.2% 0.9868
Close 1.0058 1.0181 0.0123 1.2% 0.9868
Range
ATR 0.0053 0.0058 0.0005 9.4% 0.0000
Volume
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0181 1.0181 1.0181
R3 1.0181 1.0181 1.0181
R2 1.0181 1.0181 1.0181
R1 1.0181 1.0181 1.0181 1.0181
PP 1.0181 1.0181 1.0181 1.0181
S1 1.0181 1.0181 1.0181 1.0181
S2 1.0181 1.0181 1.0181
S3 1.0181 1.0181 1.0181
S4 1.0181 1.0181 1.0181
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 1.0181 0.9868 0.0313 3.1% 0.0002 0.0% 100% True False
10 1.0181 0.9868 0.0313 3.1% 0.0002 0.0% 100% True False
20 1.0198 0.9868 0.0330 3.2% 0.0003 0.0% 95% False False
40 1.0321 0.9868 0.0453 4.4% 0.0005 0.0% 69% 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 1.0181
2.618 1.0181
1.618 1.0181
1.000 1.0181
0.618 1.0181
HIGH 1.0181
0.618 1.0181
0.500 1.0181
0.382 1.0181
LOW 1.0181
0.618 1.0181
1.000 1.0181
1.618 1.0181
2.618 1.0181
4.250 1.0181
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 1.0181 1.0135
PP 1.0181 1.0090
S1 1.0181 1.0044

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

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