CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 1.0565 1.0564 -0.0001 0.0% 1.0406
High 1.0565 1.0564 -0.0001 0.0% 1.0565
Low 1.0565 1.0564 -0.0001 0.0% 1.0406
Close 1.0565 1.0564 -0.0001 0.0% 1.0565
Range
ATR 0.0035 0.0033 -0.0002 -6.9% 0.0000
Volume
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0564 1.0564 1.0564
R3 1.0564 1.0564 1.0564
R2 1.0564 1.0564 1.0564
R1 1.0564 1.0564 1.0564 1.0564
PP 1.0564 1.0564 1.0564 1.0564
S1 1.0564 1.0564 1.0564 1.0564
S2 1.0564 1.0564 1.0564
S3 1.0564 1.0564 1.0564
S4 1.0564 1.0564 1.0564
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0989 1.0936 1.0652
R3 1.0830 1.0777 1.0609
R2 1.0671 1.0671 1.0594
R1 1.0618 1.0618 1.0580 1.0645
PP 1.0512 1.0512 1.0512 1.0525
S1 1.0459 1.0459 1.0550 1.0486
S2 1.0353 1.0353 1.0536
S3 1.0194 1.0300 1.0521
S4 1.0035 1.0141 1.0478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0565 1.0485 0.0080 0.8% 0.0000 0.0% 99% False False
10 1.0565 1.0388 0.0177 1.7% 0.0000 0.0% 99% False False
20 1.0565 1.0177 0.0388 3.7% 0.0001 0.0% 100% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0564
2.618 1.0564
1.618 1.0564
1.000 1.0564
0.618 1.0564
HIGH 1.0564
0.618 1.0564
0.500 1.0564
0.382 1.0564
LOW 1.0564
0.618 1.0564
1.000 1.0564
1.618 1.0564
2.618 1.0564
4.250 1.0564
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 1.0564 1.0561
PP 1.0564 1.0559
S1 1.0564 1.0556

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

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