CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 1.0472 1.0537 0.0065 0.6% 1.0632
High 1.0472 1.0541 0.0069 0.7% 1.0732
Low 1.0472 1.0537 0.0065 0.6% 1.0510
Close 1.0472 1.0537 0.0065 0.6% 1.0510
Range 0.0000 0.0004 0.0004 0.0222
ATR 0.0061 0.0061 0.0001 1.0% 0.0000
Volume
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0550 1.0548 1.0539
R3 1.0546 1.0544 1.0538
R2 1.0542 1.0542 1.0538
R1 1.0540 1.0540 1.0537 1.0539
PP 1.0538 1.0538 1.0538 1.0538
S1 1.0536 1.0536 1.0537 1.0535
S2 1.0534 1.0534 1.0536
S3 1.0530 1.0532 1.0536
S4 1.0526 1.0528 1.0535
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1250 1.1102 1.0632
R3 1.1028 1.0880 1.0571
R2 1.0806 1.0806 1.0551
R1 1.0658 1.0658 1.0530 1.0621
PP 1.0584 1.0584 1.0584 1.0566
S1 1.0436 1.0436 1.0490 1.0399
S2 1.0362 1.0362 1.0469
S3 1.0140 1.0214 1.0449
S4 0.9918 0.9992 1.0388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0608 1.0472 0.0136 1.3% 0.0002 0.0% 48% False False
10 1.0735 1.0472 0.0263 2.5% 0.0005 0.1% 25% False False
20 1.0930 1.0472 0.0458 4.3% 0.0007 0.1% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0558
2.618 1.0551
1.618 1.0547
1.000 1.0545
0.618 1.0543
HIGH 1.0541
0.618 1.0539
0.500 1.0539
0.382 1.0539
LOW 1.0537
0.618 1.0535
1.000 1.0533
1.618 1.0531
2.618 1.0527
4.250 1.0520
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 1.0539 1.0527
PP 1.0538 1.0517
S1 1.0538 1.0507

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

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