CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 1.0404 1.0299 -0.0105 -1.0% 1.0396
High 1.0404 1.0299 -0.0105 -1.0% 1.0404
Low 1.0363 1.0299 -0.0064 -0.6% 1.0299
Close 1.0395 1.0299 -0.0096 -0.9% 1.0299
Range 0.0041 0.0000 -0.0041 -100.0% 0.0105
ATR 0.0000 0.0052 0.0052 0.0000
Volume 5 0 -5 -100.0% 16
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0299 1.0299 1.0299
R3 1.0299 1.0299 1.0299
R2 1.0299 1.0299 1.0299
R1 1.0299 1.0299 1.0299 1.0299
PP 1.0299 1.0299 1.0299 1.0299
S1 1.0299 1.0299 1.0299 1.0299
S2 1.0299 1.0299 1.0299
S3 1.0299 1.0299 1.0299
S4 1.0299 1.0299 1.0299
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0649 1.0579 1.0357
R3 1.0544 1.0474 1.0328
R2 1.0439 1.0439 1.0318
R1 1.0369 1.0369 1.0309 1.0352
PP 1.0334 1.0334 1.0334 1.0325
S1 1.0264 1.0264 1.0289 1.0247
S2 1.0229 1.0229 1.0280
S3 1.0124 1.0159 1.0270
S4 1.0019 1.0054 1.0241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0404 1.0299 0.0105 1.0% 0.0023 0.2% 0% False True 3
10 1.0454 1.0299 0.0155 1.5% 0.0038 0.4% 0% False True 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0299
2.618 1.0299
1.618 1.0299
1.000 1.0299
0.618 1.0299
HIGH 1.0299
0.618 1.0299
0.500 1.0299
0.382 1.0299
LOW 1.0299
0.618 1.0299
1.000 1.0299
1.618 1.0299
2.618 1.0299
4.250 1.0299
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 1.0299 1.0352
PP 1.0299 1.0334
S1 1.0299 1.0317

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

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