CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 1.0690 1.0693 0.0003 0.0% 1.0930
High 1.0690 1.0693 0.0003 0.0% 1.0930
Low 1.0652 1.0693 0.0041 0.4% 1.0661
Close 1.0690 1.0693 0.0003 0.0% 1.0717
Range 0.0038 0.0000 -0.0038 -100.0% 0.0269
ATR 0.0061 0.0056 -0.0004 -6.8% 0.0000
Volume
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0693 1.0693 1.0693
R3 1.0693 1.0693 1.0693
R2 1.0693 1.0693 1.0693
R1 1.0693 1.0693 1.0693 1.0693
PP 1.0693 1.0693 1.0693 1.0693
S1 1.0693 1.0693 1.0693 1.0693
S2 1.0693 1.0693 1.0693
S3 1.0693 1.0693 1.0693
S4 1.0693 1.0693 1.0693
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1576 1.1416 1.0865
R3 1.1307 1.1147 1.0791
R2 1.1038 1.1038 1.0766
R1 1.0878 1.0878 1.0742 1.0824
PP 1.0769 1.0769 1.0769 1.0742
S1 1.0609 1.0609 1.0692 1.0555
S2 1.0500 1.0500 1.0668
S3 1.0231 1.0340 1.0643
S4 0.9962 1.0071 1.0569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0737 1.0652 0.0085 0.8% 0.0016 0.1% 48% False False
10 1.0930 1.0652 0.0278 2.6% 0.0008 0.1% 15% False False
20 1.1036 1.0652 0.0384 3.6% 0.0004 0.0% 11% False False
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0693
2.618 1.0693
1.618 1.0693
1.000 1.0693
0.618 1.0693
HIGH 1.0693
0.618 1.0693
0.500 1.0693
0.382 1.0693
LOW 1.0693
0.618 1.0693
1.000 1.0693
1.618 1.0693
2.618 1.0693
4.250 1.0693
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 1.0693 1.0695
PP 1.0693 1.0694
S1 1.0693 1.0694

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

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