CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 1.0263 1.0415 0.0152 1.5% 0.9913
High 1.0263 1.0415 0.0152 1.5% 1.0193
Low 1.0263 1.0401 0.0138 1.3% 0.9907
Close 1.0263 1.0401 0.0138 1.3% 1.0193
Range 0.0000 0.0014 0.0014 0.0286
ATR 0.0056 0.0063 0.0007 12.3% 0.0000
Volume 0 1 1 4
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0448 1.0438 1.0409
R3 1.0434 1.0424 1.0405
R2 1.0420 1.0420 1.0404
R1 1.0410 1.0410 1.0402 1.0408
PP 1.0406 1.0406 1.0406 1.0405
S1 1.0396 1.0396 1.0400 1.0394
S2 1.0392 1.0392 1.0398
S3 1.0378 1.0382 1.0397
S4 1.0364 1.0368 1.0393
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0956 1.0860 1.0350
R3 1.0670 1.0574 1.0272
R2 1.0384 1.0384 1.0245
R1 1.0288 1.0288 1.0219 1.0336
PP 1.0098 1.0098 1.0098 1.0122
S1 1.0002 1.0002 1.0167 1.0050
S2 0.9812 0.9812 1.0141
S3 0.9526 0.9716 1.0114
S4 0.9240 0.9430 1.0036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0415 1.0058 0.0357 3.4% 0.0003 0.0% 96% True False
10 1.0415 0.9868 0.0547 5.3% 0.0003 0.0% 97% True False
20 1.0415 0.9868 0.0547 5.3% 0.0002 0.0% 97% True False
40 1.0415 0.9868 0.0547 5.3% 0.0005 0.1% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0475
2.618 1.0452
1.618 1.0438
1.000 1.0429
0.618 1.0424
HIGH 1.0415
0.618 1.0410
0.500 1.0408
0.382 1.0406
LOW 1.0401
0.618 1.0392
1.000 1.0387
1.618 1.0378
2.618 1.0364
4.250 1.0342
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 1.0408 1.0369
PP 1.0406 1.0336
S1 1.0403 1.0304

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

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