CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 1.0415 1.0391 -0.0024 -0.2% 0.9913
High 1.0415 1.0391 -0.0024 -0.2% 1.0193
Low 1.0401 1.0391 -0.0010 -0.1% 0.9907
Close 1.0401 1.0391 -0.0010 -0.1% 1.0193
Range 0.0014 0.0000 -0.0014 -100.0% 0.0286
ATR 0.0063 0.0059 -0.0004 -6.0% 0.0000
Volume 1 0 -1 -100.0% 4
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0391 1.0391 1.0391
R3 1.0391 1.0391 1.0391
R2 1.0391 1.0391 1.0391
R1 1.0391 1.0391 1.0391 1.0391
PP 1.0391 1.0391 1.0391 1.0391
S1 1.0391 1.0391 1.0391 1.0391
S2 1.0391 1.0391 1.0391
S3 1.0391 1.0391 1.0391
S4 1.0391 1.0391 1.0391
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 1.0181 0.0234 2.3% 0.0003 0.0% 90% False False
10 1.0415 0.9868 0.0547 5.3% 0.0003 0.0% 96% False False
20 1.0415 0.9868 0.0547 5.3% 0.0002 0.0% 96% False False
40 1.0415 0.9868 0.0547 5.3% 0.0005 0.1% 96% False False
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0391
2.618 1.0391
1.618 1.0391
1.000 1.0391
0.618 1.0391
HIGH 1.0391
0.618 1.0391
0.500 1.0391
0.382 1.0391
LOW 1.0391
0.618 1.0391
1.000 1.0391
1.618 1.0391
2.618 1.0391
4.250 1.0391
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 1.0391 1.0374
PP 1.0391 1.0356
S1 1.0391 1.0339

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

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