CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 1.0155 1.0143 -0.0012 -0.1% 1.0125
High 1.0155 1.0155 0.0000 0.0% 1.0195
Low 1.0155 1.0102 -0.0053 -0.5% 1.0125
Close 1.0155 1.0155 0.0000 0.0% 1.0155
Range 0.0000 0.0053 0.0053 0.0070
ATR 0.0048 0.0049 0.0000 0.7% 0.0000
Volume 0 11 11 1
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0296 1.0279 1.0184
R3 1.0243 1.0226 1.0170
R2 1.0190 1.0190 1.0165
R1 1.0173 1.0173 1.0160 1.0182
PP 1.0137 1.0137 1.0137 1.0142
S1 1.0120 1.0120 1.0150 1.0129
S2 1.0084 1.0084 1.0145
S3 1.0031 1.0067 1.0140
S4 0.9978 1.0014 1.0126
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0368 1.0332 1.0194
R3 1.0298 1.0262 1.0174
R2 1.0228 1.0228 1.0168
R1 1.0192 1.0192 1.0161 1.0210
PP 1.0158 1.0158 1.0158 1.0168
S1 1.0122 1.0122 1.0149 1.0140
S2 1.0088 1.0088 1.0142
S3 1.0018 1.0052 1.0136
S4 0.9948 0.9982 1.0117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0195 1.0102 0.0093 0.9% 0.0012 0.1% 57% False True 2
10 1.0238 1.0102 0.0136 1.3% 0.0011 0.1% 39% False True 1
20 1.0415 1.0102 0.0313 3.1% 0.0006 0.1% 17% False True
40 1.0415 0.9868 0.0547 5.4% 0.0005 0.0% 52% False False
60 1.0415 0.9868 0.0547 5.4% 0.0005 0.1% 52% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.0380
2.618 1.0294
1.618 1.0241
1.000 1.0208
0.618 1.0188
HIGH 1.0155
0.618 1.0135
0.500 1.0129
0.382 1.0122
LOW 1.0102
0.618 1.0069
1.000 1.0049
1.618 1.0016
2.618 0.9963
4.250 0.9877
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 1.0146 1.0153
PP 1.0137 1.0151
S1 1.0129 1.0149

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

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