CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 1.0399 1.0402 0.0003 0.0% 1.0214
High 1.0399 1.0415 0.0016 0.2% 1.0430
Low 1.0399 1.0398 -0.0001 0.0% 1.0214
Close 1.0399 1.0403 0.0004 0.0% 1.0399
Range 0.0000 0.0017 0.0017 0.0216
ATR 0.0054 0.0051 -0.0003 -4.9% 0.0000
Volume 0 6 6 18
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0456 1.0447 1.0412
R3 1.0439 1.0430 1.0408
R2 1.0422 1.0422 1.0406
R1 1.0413 1.0413 1.0405 1.0418
PP 1.0405 1.0405 1.0405 1.0408
S1 1.0396 1.0396 1.0401 1.0401
S2 1.0388 1.0388 1.0400
S3 1.0371 1.0379 1.0398
S4 1.0354 1.0362 1.0394
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0996 1.0913 1.0518
R3 1.0780 1.0697 1.0458
R2 1.0564 1.0564 1.0439
R1 1.0481 1.0481 1.0419 1.0523
PP 1.0348 1.0348 1.0348 1.0368
S1 1.0265 1.0265 1.0379 1.0307
S2 1.0132 1.0132 1.0359
S3 0.9916 1.0049 1.0340
S4 0.9700 0.9833 1.0280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0430 1.0221 0.0209 2.0% 0.0007 0.1% 87% False False 4
10 1.0430 1.0106 0.0324 3.1% 0.0020 0.2% 92% False False 2
20 1.0430 1.0102 0.0328 3.2% 0.0016 0.1% 92% False False 2
40 1.0430 0.9868 0.0562 5.4% 0.0009 0.1% 95% False False 1
60 1.0430 0.9868 0.0562 5.4% 0.0009 0.1% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0487
2.618 1.0460
1.618 1.0443
1.000 1.0432
0.618 1.0426
HIGH 1.0415
0.618 1.0409
0.500 1.0407
0.382 1.0404
LOW 1.0398
0.618 1.0387
1.000 1.0381
1.618 1.0370
2.618 1.0353
4.250 1.0326
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 1.0407 1.0414
PP 1.0405 1.0410
S1 1.0404 1.0407

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

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