CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 1.0143 1.0186 0.0043 0.4% 1.0117
High 1.0143 1.0195 0.0052 0.5% 1.0238
Low 1.0143 1.0186 0.0043 0.4% 1.0117
Close 1.0143 1.0195 0.0052 0.5% 1.0134
Range 0.0000 0.0009 0.0009 0.0121
ATR 0.0049 0.0049 0.0000 0.5% 0.0000
Volume 0 1 1 2
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0219 1.0216 1.0200
R3 1.0210 1.0207 1.0197
R2 1.0201 1.0201 1.0197
R1 1.0198 1.0198 1.0196 1.0200
PP 1.0192 1.0192 1.0192 1.0193
S1 1.0189 1.0189 1.0194 1.0191
S2 1.0183 1.0183 1.0193
S3 1.0174 1.0180 1.0193
S4 1.0165 1.0171 1.0190
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0526 1.0451 1.0201
R3 1.0405 1.0330 1.0167
R2 1.0284 1.0284 1.0156
R1 1.0209 1.0209 1.0145 1.0247
PP 1.0163 1.0163 1.0163 1.0182
S1 1.0088 1.0088 1.0123 1.0126
S2 1.0042 1.0042 1.0112
S3 0.9921 0.9967 1.0101
S4 0.9800 0.9846 1.0067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0195 1.0125 0.0070 0.7% 0.0011 0.1% 100% True False
10 1.0238 1.0117 0.0121 1.2% 0.0006 0.1% 64% False False
20 1.0415 1.0117 0.0298 2.9% 0.0003 0.0% 26% False False
40 1.0415 0.9868 0.0547 5.4% 0.0004 0.0% 60% False False
60 1.0415 0.9868 0.0547 5.4% 0.0004 0.0% 60% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0233
2.618 1.0219
1.618 1.0210
1.000 1.0204
0.618 1.0201
HIGH 1.0195
0.618 1.0192
0.500 1.0191
0.382 1.0189
LOW 1.0186
0.618 1.0180
1.000 1.0177
1.618 1.0171
2.618 1.0162
4.250 1.0148
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 1.0194 1.0186
PP 1.0192 1.0176
S1 1.0191 1.0167

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

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