CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 1.0321 1.0311 -0.0010 -0.1% 1.0402
High 1.0340 1.0354 0.0014 0.1% 1.0415
Low 1.0321 1.0311 -0.0010 -0.1% 1.0321
Close 1.0335 1.0354 0.0019 0.2% 1.0335
Range 0.0019 0.0043 0.0024 126.3% 0.0094
ATR 0.0047 0.0047 0.0000 -0.6% 0.0000
Volume 11 5 -6 -54.5% 40
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0469 1.0454 1.0378
R3 1.0426 1.0411 1.0366
R2 1.0383 1.0383 1.0362
R1 1.0368 1.0368 1.0358 1.0376
PP 1.0340 1.0340 1.0340 1.0343
S1 1.0325 1.0325 1.0350 1.0333
S2 1.0297 1.0297 1.0346
S3 1.0254 1.0282 1.0342
S4 1.0211 1.0239 1.0330
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0639 1.0581 1.0387
R3 1.0545 1.0487 1.0361
R2 1.0451 1.0451 1.0352
R1 1.0393 1.0393 1.0344 1.0375
PP 1.0357 1.0357 1.0357 1.0348
S1 1.0299 1.0299 1.0326 1.0281
S2 1.0263 1.0263 1.0318
S3 1.0169 1.0205 1.0309
S4 1.0075 1.0111 1.0283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0415 1.0311 0.0104 1.0% 0.0028 0.3% 41% False True 9
10 1.0430 1.0214 0.0216 2.1% 0.0016 0.2% 65% False False 6
20 1.0430 1.0102 0.0328 3.2% 0.0020 0.2% 77% False False 3
40 1.0430 0.9868 0.0562 5.4% 0.0012 0.1% 86% False False 2
60 1.0430 0.9868 0.0562 5.4% 0.0011 0.1% 86% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0537
2.618 1.0467
1.618 1.0424
1.000 1.0397
0.618 1.0381
HIGH 1.0354
0.618 1.0338
0.500 1.0333
0.382 1.0327
LOW 1.0311
0.618 1.0284
1.000 1.0268
1.618 1.0241
2.618 1.0198
4.250 1.0128
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 1.0347 1.0348
PP 1.0340 1.0342
S1 1.0333 1.0336

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

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