CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 1.0219 1.0117 -0.0102 -1.0% 1.0228
High 1.0219 1.0117 -0.0102 -1.0% 1.0228
Low 1.0219 1.0117 -0.0102 -1.0% 1.0162
Close 1.0219 1.0117 -0.0102 -1.0% 1.0219
Range
ATR 0.0056 0.0059 0.0003 5.8% 0.0000
Volume
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0117 1.0117 1.0117
R3 1.0117 1.0117 1.0117
R2 1.0117 1.0117 1.0117
R1 1.0117 1.0117 1.0117 1.0117
PP 1.0117 1.0117 1.0117 1.0117
S1 1.0117 1.0117 1.0117 1.0117
S2 1.0117 1.0117 1.0117
S3 1.0117 1.0117 1.0117
S4 1.0117 1.0117 1.0117
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0401 1.0376 1.0255
R3 1.0335 1.0310 1.0237
R2 1.0269 1.0269 1.0231
R1 1.0244 1.0244 1.0225 1.0224
PP 1.0203 1.0203 1.0203 1.0193
S1 1.0178 1.0178 1.0213 1.0158
S2 1.0137 1.0137 1.0207
S3 1.0071 1.0112 1.0201
S4 1.0005 1.0046 1.0183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0228 1.0117 0.0111 1.1% 0.0000 0.0% 0% False True
10 1.0415 1.0117 0.0298 2.9% 0.0001 0.0% 0% False True
20 1.0415 0.9868 0.0547 5.4% 0.0002 0.0% 46% False False
40 1.0415 0.9868 0.0547 5.4% 0.0005 0.1% 46% 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 1.0117
2.618 1.0117
1.618 1.0117
1.000 1.0117
0.618 1.0117
HIGH 1.0117
0.618 1.0117
0.500 1.0117
0.382 1.0117
LOW 1.0117
0.618 1.0117
1.000 1.0117
1.618 1.0117
2.618 1.0117
4.250 1.0117
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 1.0117 1.0168
PP 1.0117 1.0151
S1 1.0117 1.0134

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

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