CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 1.0126 1.0106 -0.0020 -0.2% 1.0125
High 1.0126 1.0271 0.0145 1.4% 1.0195
Low 1.0122 1.0106 -0.0016 -0.2% 1.0125
Close 1.0122 1.0271 0.0149 1.5% 1.0155
Range 0.0004 0.0165 0.0161 4,025.0% 0.0070
ATR 0.0044 0.0053 0.0009 19.5% 0.0000
Volume 1 1 0 0.0% 1
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0711 1.0656 1.0362
R3 1.0546 1.0491 1.0316
R2 1.0381 1.0381 1.0301
R1 1.0326 1.0326 1.0286 1.0354
PP 1.0216 1.0216 1.0216 1.0230
S1 1.0161 1.0161 1.0256 1.0189
S2 1.0051 1.0051 1.0241
S3 0.9886 0.9996 1.0226
S4 0.9721 0.9831 1.0180
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 1.0271 1.0102 0.0169 1.6% 0.0044 0.4% 100% True False 2
10 1.0271 1.0102 0.0169 1.6% 0.0028 0.3% 100% True False 1
20 1.0398 1.0102 0.0296 2.9% 0.0014 0.1% 57% False False
40 1.0415 0.9868 0.0547 5.3% 0.0008 0.1% 74% False False
60 1.0415 0.9868 0.0547 5.3% 0.0008 0.1% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1.0972
2.618 1.0703
1.618 1.0538
1.000 1.0436
0.618 1.0373
HIGH 1.0271
0.618 1.0208
0.500 1.0189
0.382 1.0169
LOW 1.0106
0.618 1.0004
1.000 0.9941
1.618 0.9839
2.618 0.9674
4.250 0.9405
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 1.0244 1.0244
PP 1.0216 1.0216
S1 1.0189 1.0189

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

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