CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 1.0391 1.0398 0.0007 0.1% 0.9913
High 1.0391 1.0398 0.0007 0.1% 1.0193
Low 1.0391 1.0398 0.0007 0.1% 0.9907
Close 1.0391 1.0398 0.0007 0.1% 1.0193
Range
ATR 0.0059 0.0055 -0.0004 -6.3% 0.0000
Volume
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0398 1.0398 1.0398
R3 1.0398 1.0398 1.0398
R2 1.0398 1.0398 1.0398
R1 1.0398 1.0398 1.0398 1.0398
PP 1.0398 1.0398 1.0398 1.0398
S1 1.0398 1.0398 1.0398 1.0398
S2 1.0398 1.0398 1.0398
S3 1.0398 1.0398 1.0398
S4 1.0398 1.0398 1.0398
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 1.0193 0.0222 2.1% 0.0003 0.0% 92% False False
10 1.0415 0.9868 0.0547 5.3% 0.0002 0.0% 97% False False
20 1.0415 0.9868 0.0547 5.3% 0.0002 0.0% 97% False False
40 1.0415 0.9868 0.0547 5.3% 0.0005 0.0% 97% 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 1.0398
2.618 1.0398
1.618 1.0398
1.000 1.0398
0.618 1.0398
HIGH 1.0398
0.618 1.0398
0.500 1.0398
0.382 1.0398
LOW 1.0398
0.618 1.0398
1.000 1.0398
1.618 1.0398
2.618 1.0398
4.250 1.0398
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 1.0398 1.0403
PP 1.0398 1.0401
S1 1.0398 1.0400

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

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