CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 1.0490 1.0511 0.0021 0.2% 1.0311
High 1.0512 1.0511 -0.0001 0.0% 1.0513
Low 1.0489 1.0511 0.0022 0.2% 1.0311
Close 1.0512 1.0511 -0.0001 0.0% 1.0512
Range 0.0023 0.0000 -0.0023 -100.0% 0.0202
ATR 0.0050 0.0046 -0.0003 -7.0% 0.0000
Volume 7 0 -7 -100.0% 67
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0511 1.0511 1.0511
R3 1.0511 1.0511 1.0511
R2 1.0511 1.0511 1.0511
R1 1.0511 1.0511 1.0511 1.0511
PP 1.0511 1.0511 1.0511 1.0511
S1 1.0511 1.0511 1.0511 1.0511
S2 1.0511 1.0511 1.0511
S3 1.0511 1.0511 1.0511
S4 1.0511 1.0511 1.0511
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 1.0332 0.0181 1.7% 0.0037 0.4% 99% False False 12
10 1.0513 1.0311 0.0202 1.9% 0.0033 0.3% 99% 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 True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0511
2.618 1.0511
1.618 1.0511
1.000 1.0511
0.618 1.0511
HIGH 1.0511
0.618 1.0511
0.500 1.0511
0.382 1.0511
LOW 1.0511
0.618 1.0511
1.000 1.0511
1.618 1.0511
2.618 1.0511
4.250 1.0511
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 1.0511 1.0508
PP 1.0511 1.0504
S1 1.0511 1.0501

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

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