CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 1.0406 1.0485 0.0079 0.8% 1.0455
High 1.0406 1.0485 0.0079 0.8% 1.0455
Low 1.0406 1.0485 0.0079 0.8% 1.0388
Close 1.0406 1.0485 0.0079 0.8% 1.0388
Range
ATR 0.0034 0.0038 0.0003 9.3% 0.0000
Volume
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0485 1.0485 1.0485
R3 1.0485 1.0485 1.0485
R2 1.0485 1.0485 1.0485
R1 1.0485 1.0485 1.0485 1.0485
PP 1.0485 1.0485 1.0485 1.0485
S1 1.0485 1.0485 1.0485 1.0485
S2 1.0485 1.0485 1.0485
S3 1.0485 1.0485 1.0485
S4 1.0485 1.0485 1.0485
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0611 1.0567 1.0425
R3 1.0544 1.0500 1.0406
R2 1.0477 1.0477 1.0400
R1 1.0433 1.0433 1.0394 1.0422
PP 1.0410 1.0410 1.0410 1.0405
S1 1.0366 1.0366 1.0382 1.0355
S2 1.0343 1.0343 1.0376
S3 1.0276 1.0299 1.0370
S4 1.0209 1.0232 1.0351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0485 1.0388 0.0097 0.9% 0.0000 0.0% 100% True False
10 1.0498 1.0273 0.0225 2.1% 0.0002 0.0% 94% False False
20 1.0498 1.0177 0.0321 3.1% 0.0001 0.0% 96% 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 1.0485
2.618 1.0485
1.618 1.0485
1.000 1.0485
0.618 1.0485
HIGH 1.0485
0.618 1.0485
0.500 1.0485
0.382 1.0485
LOW 1.0485
0.618 1.0485
1.000 1.0485
1.618 1.0485
2.618 1.0485
4.250 1.0485
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 1.0485 1.0469
PP 1.0485 1.0453
S1 1.0485 1.0437

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

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