CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 1.0333 1.0353 0.0020 0.2% 1.0413
High 1.0333 1.0379 0.0046 0.4% 1.0489
Low 1.0313 1.0330 0.0017 0.2% 1.0283
Close 1.0313 1.0330 0.0017 0.2% 1.0286
Range 0.0020 0.0049 0.0029 145.0% 0.0206
ATR 0.0053 0.0054 0.0001 1.8% 0.0000
Volume 1 29 28 2,800.0% 112
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0493 1.0461 1.0357
R3 1.0444 1.0412 1.0343
R2 1.0395 1.0395 1.0339
R1 1.0363 1.0363 1.0334 1.0355
PP 1.0346 1.0346 1.0346 1.0342
S1 1.0314 1.0314 1.0326 1.0306
S2 1.0297 1.0297 1.0321
S3 1.0248 1.0265 1.0317
S4 1.0199 1.0216 1.0303
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0971 1.0834 1.0399
R3 1.0765 1.0628 1.0343
R2 1.0559 1.0559 1.0324
R1 1.0422 1.0422 1.0305 1.0388
PP 1.0353 1.0353 1.0353 1.0335
S1 1.0216 1.0216 1.0267 1.0182
S2 1.0147 1.0147 1.0248
S3 0.9941 1.0010 1.0229
S4 0.9735 0.9804 1.0173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0435 1.0283 0.0152 1.5% 0.0058 0.6% 31% False False 25
10 1.0517 1.0283 0.0234 2.3% 0.0046 0.4% 20% False False 16
20 1.0600 1.0283 0.0317 3.1% 0.0037 0.4% 15% False False 12
40 1.0600 1.0102 0.0498 4.8% 0.0031 0.3% 46% False False 9
60 1.0600 0.9907 0.0693 6.7% 0.0022 0.2% 61% False False 6
80 1.0600 0.9868 0.0732 7.1% 0.0018 0.2% 63% False False 4
100 1.0600 0.9868 0.0732 7.1% 0.0015 0.1% 63% False False 3
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0587
2.618 1.0507
1.618 1.0458
1.000 1.0428
0.618 1.0409
HIGH 1.0379
0.618 1.0360
0.500 1.0355
0.382 1.0349
LOW 1.0330
0.618 1.0300
1.000 1.0281
1.618 1.0251
2.618 1.0202
4.250 1.0122
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 1.0355 1.0331
PP 1.0346 1.0331
S1 1.0338 1.0330

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

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