CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 1.0393 1.0327 -0.0066 -0.6% 1.0214
High 1.0397 1.0360 -0.0037 -0.4% 1.0430
Low 1.0367 1.0327 -0.0040 -0.4% 1.0214
Close 1.0367 1.0337 -0.0030 -0.3% 1.0399
Range 0.0030 0.0033 0.0003 10.0% 0.0216
ATR 0.0050 0.0049 -0.0001 -1.4% 0.0000
Volume 6 17 11 183.3% 18
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0440 1.0422 1.0355
R3 1.0407 1.0389 1.0346
R2 1.0374 1.0374 1.0343
R1 1.0356 1.0356 1.0340 1.0365
PP 1.0341 1.0341 1.0341 1.0346
S1 1.0323 1.0323 1.0334 1.0332
S2 1.0308 1.0308 1.0331
S3 1.0275 1.0290 1.0328
S4 1.0242 1.0257 1.0319
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 1.0327 0.0103 1.0% 0.0020 0.2% 10% False True 9
10 1.0430 1.0106 0.0324 3.1% 0.0026 0.3% 71% False False 4
20 1.0430 1.0102 0.0328 3.2% 0.0019 0.2% 72% False False 3
40 1.0430 0.9868 0.0562 5.4% 0.0010 0.1% 83% False False 1
60 1.0430 0.9868 0.0562 5.4% 0.0010 0.1% 83% False False 1
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 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0500
2.618 1.0446
1.618 1.0413
1.000 1.0393
0.618 1.0380
HIGH 1.0360
0.618 1.0347
0.500 1.0344
0.382 1.0340
LOW 1.0327
0.618 1.0307
1.000 1.0294
1.618 1.0274
2.618 1.0241
4.250 1.0187
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 1.0344 1.0371
PP 1.0341 1.0360
S1 1.0339 1.0348

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

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