CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 1.0238 1.0227 -0.0011 -0.1% 1.0228
High 1.0238 1.0227 -0.0011 -0.1% 1.0228
Low 1.0238 1.0227 -0.0011 -0.1% 1.0162
Close 1.0238 1.0227 -0.0011 -0.1% 1.0219
Range
ATR 0.0059 0.0056 -0.0003 -5.8% 0.0000
Volume
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0227 1.0227 1.0227
R3 1.0227 1.0227 1.0227
R2 1.0227 1.0227 1.0227
R1 1.0227 1.0227 1.0227 1.0227
PP 1.0227 1.0227 1.0227 1.0227
S1 1.0227 1.0227 1.0227 1.0227
S2 1.0227 1.0227 1.0227
S3 1.0227 1.0227 1.0227
S4 1.0227 1.0227 1.0227
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 1.0238 1.0117 0.0121 1.2% 0.0000 0.0% 91% False False
10 1.0398 1.0117 0.0281 2.7% 0.0000 0.0% 39% False False
20 1.0415 0.9868 0.0547 5.3% 0.0002 0.0% 66% False False
40 1.0415 0.9868 0.0547 5.3% 0.0005 0.1% 66% 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 1.0227
2.618 1.0227
1.618 1.0227
1.000 1.0227
0.618 1.0227
HIGH 1.0227
0.618 1.0227
0.500 1.0227
0.382 1.0227
LOW 1.0227
0.618 1.0227
1.000 1.0227
1.618 1.0227
2.618 1.0227
4.250 1.0227
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 1.0227 1.0222
PP 1.0227 1.0218
S1 1.0227 1.0213

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

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