CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 1.0389 1.0388 -0.0001 0.0% 1.0266
High 1.0389 1.0388 -0.0001 0.0% 1.0498
Low 1.0389 1.0388 -0.0001 0.0% 1.0266
Close 1.0389 1.0388 -0.0001 0.0% 1.0449
Range
ATR 0.0038 0.0036 -0.0003 -7.0% 0.0000
Volume
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0388 1.0388 1.0388
R3 1.0388 1.0388 1.0388
R2 1.0388 1.0388 1.0388
R1 1.0388 1.0388 1.0388 1.0388
PP 1.0388 1.0388 1.0388 1.0388
S1 1.0388 1.0388 1.0388 1.0388
S2 1.0388 1.0388 1.0388
S3 1.0388 1.0388 1.0388
S4 1.0388 1.0388 1.0388
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1100 1.1007 1.0577
R3 1.0868 1.0775 1.0513
R2 1.0636 1.0636 1.0492
R1 1.0543 1.0543 1.0470 1.0590
PP 1.0404 1.0404 1.0404 1.0428
S1 1.0311 1.0311 1.0428 1.0358
S2 1.0172 1.0172 1.0406
S3 0.9940 1.0079 1.0385
S4 0.9708 0.9847 1.0321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0455 1.0388 0.0067 0.6% 0.0000 0.0% 0% False True
10 1.0498 1.0266 0.0232 2.2% 0.0002 0.0% 53% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0388
2.618 1.0388
1.618 1.0388
1.000 1.0388
0.618 1.0388
HIGH 1.0388
0.618 1.0388
0.500 1.0388
0.382 1.0388
LOW 1.0388
0.618 1.0388
1.000 1.0388
1.618 1.0388
2.618 1.0388
4.250 1.0388
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 1.0388 1.0404
PP 1.0388 1.0399
S1 1.0388 1.0393

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

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