CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 1.0147 1.0170 0.0023 0.2% 1.0205
High 1.0182 1.0197 0.0015 0.1% 1.0225
Low 1.0134 1.0095 -0.0039 -0.4% 1.0123
Close 1.0168 1.0105 -0.0063 -0.6% 1.0146
Range 0.0048 0.0102 0.0054 112.5% 0.0102
ATR 0.0072 0.0074 0.0002 2.9% 0.0000
Volume 11,354 17,962 6,608 58.2% 65,124
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0438 1.0374 1.0161
R3 1.0336 1.0272 1.0133
R2 1.0234 1.0234 1.0124
R1 1.0170 1.0170 1.0114 1.0151
PP 1.0132 1.0132 1.0132 1.0123
S1 1.0068 1.0068 1.0096 1.0049
S2 1.0030 1.0030 1.0086
S3 0.9928 0.9966 1.0077
S4 0.9826 0.9864 1.0049
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0471 1.0410 1.0202
R3 1.0369 1.0308 1.0174
R2 1.0267 1.0267 1.0165
R1 1.0206 1.0206 1.0155 1.0186
PP 1.0165 1.0165 1.0165 1.0154
S1 1.0104 1.0104 1.0137 1.0084
S2 1.0063 1.0063 1.0127
S3 0.9961 1.0002 1.0118
S4 0.9859 0.9900 1.0090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0197 1.0095 0.0102 1.0% 0.0066 0.6% 10% True True 14,416
10 1.0275 1.0095 0.0180 1.8% 0.0066 0.7% 6% False True 14,390
20 1.0368 1.0095 0.0273 2.7% 0.0072 0.7% 4% False True 15,552
40 1.0552 1.0095 0.0457 4.5% 0.0081 0.8% 2% False True 17,240
60 1.0650 1.0095 0.0555 5.5% 0.0068 0.7% 2% False True 11,513
80 1.0650 1.0095 0.0555 5.5% 0.0061 0.6% 2% False True 8,638
100 1.0650 1.0095 0.0555 5.5% 0.0054 0.5% 2% False True 6,911
120 1.0650 1.0095 0.0555 5.5% 0.0046 0.5% 2% False True 5,759
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 0.0016
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0631
2.618 1.0464
1.618 1.0362
1.000 1.0299
0.618 1.0260
HIGH 1.0197
0.618 1.0158
0.500 1.0146
0.382 1.0134
LOW 1.0095
0.618 1.0032
1.000 0.9993
1.618 0.9930
2.618 0.9828
4.250 0.9662
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 1.0146 1.0146
PP 1.0132 1.0132
S1 1.0119 1.0119

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

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