CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 1.0503 1.0490 -0.0013 -0.1% 1.0311
High 1.0513 1.0512 -0.0001 0.0% 1.0513
Low 1.0495 1.0489 -0.0006 -0.1% 1.0311
Close 1.0495 1.0512 0.0017 0.2% 1.0512
Range 0.0018 0.0023 0.0005 27.8% 0.0202
ATR 0.0052 0.0050 -0.0002 -4.0% 0.0000
Volume 2 7 5 250.0% 67
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0573 1.0566 1.0525
R3 1.0550 1.0543 1.0518
R2 1.0527 1.0527 1.0516
R1 1.0520 1.0520 1.0514 1.0524
PP 1.0504 1.0504 1.0504 1.0506
S1 1.0497 1.0497 1.0510 1.0501
S2 1.0481 1.0481 1.0508
S3 1.0458 1.0474 1.0506
S4 1.0435 1.0451 1.0499
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1051 1.0984 1.0623
R3 1.0849 1.0782 1.0568
R2 1.0647 1.0647 1.0549
R1 1.0580 1.0580 1.0531 1.0614
PP 1.0445 1.0445 1.0445 1.0462
S1 1.0378 1.0378 1.0493 1.0412
S2 1.0243 1.0243 1.0475
S3 1.0041 1.0176 1.0456
S4 0.9839 0.9974 1.0401
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0513 1.0311 0.0202 1.9% 0.0045 0.4% 100% False False 13
10 1.0513 1.0311 0.0202 1.9% 0.0033 0.3% 100% False False 10
20 1.0513 1.0102 0.0411 3.9% 0.0028 0.3% 100% False False 6
40 1.0513 1.0102 0.0411 3.9% 0.0016 0.2% 100% False False 3
60 1.0513 0.9868 0.0645 6.1% 0.0012 0.1% 100% False False 2
80 1.0513 0.9868 0.0645 6.1% 0.0010 0.1% 100% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0610
2.618 1.0572
1.618 1.0549
1.000 1.0535
0.618 1.0526
HIGH 1.0512
0.618 1.0503
0.500 1.0501
0.382 1.0498
LOW 1.0489
0.618 1.0475
1.000 1.0466
1.618 1.0452
2.618 1.0429
4.250 1.0391
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 1.0508 1.0503
PP 1.0504 1.0494
S1 1.0501 1.0485

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

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