CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 1.0511 1.0501 -0.0010 -0.1% 1.0311
High 1.0511 1.0539 0.0028 0.3% 1.0513
Low 1.0511 1.0501 -0.0010 -0.1% 1.0311
Close 1.0511 1.0539 0.0028 0.3% 1.0512
Range 0.0000 0.0038 0.0038 0.0202
ATR 0.0046 0.0046 -0.0001 -1.3% 0.0000
Volume 0 5 5 67
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0640 1.0628 1.0560
R3 1.0602 1.0590 1.0549
R2 1.0564 1.0564 1.0546
R1 1.0552 1.0552 1.0542 1.0558
PP 1.0526 1.0526 1.0526 1.0530
S1 1.0514 1.0514 1.0536 1.0520
S2 1.0488 1.0488 1.0532
S3 1.0450 1.0476 1.0529
S4 1.0412 1.0438 1.0518
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 1.0539 1.0457 0.0082 0.8% 0.0024 0.2% 100% True False 3
10 1.0539 1.0311 0.0228 2.2% 0.0035 0.3% 100% True False 10
20 1.0539 1.0106 0.0433 4.1% 0.0028 0.3% 100% True False 6
40 1.0539 1.0102 0.0437 4.1% 0.0017 0.2% 100% True False 3
60 1.0539 0.9868 0.0671 6.4% 0.0012 0.1% 100% True False 2
80 1.0539 0.9868 0.0671 6.4% 0.0011 0.1% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0701
2.618 1.0638
1.618 1.0600
1.000 1.0577
0.618 1.0562
HIGH 1.0539
0.618 1.0524
0.500 1.0520
0.382 1.0516
LOW 1.0501
0.618 1.0478
1.000 1.0463
1.618 1.0440
2.618 1.0402
4.250 1.0340
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 1.0533 1.0531
PP 1.0526 1.0522
S1 1.0520 1.0514

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

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