CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 1.0541 1.0488 -0.0053 -0.5% 1.0472
High 1.0541 1.0488 -0.0053 -0.5% 1.0541
Low 1.0541 1.0488 -0.0053 -0.5% 1.0472
Close 1.0541 1.0488 -0.0053 -0.5% 1.0488
Range
ATR 0.0058 0.0058 0.0000 -0.6% 0.0000
Volume
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0488 1.0488 1.0488
R3 1.0488 1.0488 1.0488
R2 1.0488 1.0488 1.0488
R1 1.0488 1.0488 1.0488 1.0488
PP 1.0488 1.0488 1.0488 1.0488
S1 1.0488 1.0488 1.0488 1.0488
S2 1.0488 1.0488 1.0488
S3 1.0488 1.0488 1.0488
S4 1.0488 1.0488 1.0488
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0707 1.0667 1.0526
R3 1.0638 1.0598 1.0507
R2 1.0569 1.0569 1.0501
R1 1.0529 1.0529 1.0494 1.0549
PP 1.0500 1.0500 1.0500 1.0511
S1 1.0460 1.0460 1.0482 1.0480
S2 1.0431 1.0431 1.0475
S3 1.0362 1.0391 1.0469
S4 1.0293 1.0322 1.0450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0541 1.0472 0.0069 0.7% 0.0001 0.0% 23% False False
10 1.0732 1.0472 0.0260 2.5% 0.0005 0.1% 6% False False
20 1.0930 1.0472 0.0458 4.4% 0.0007 0.1% 3% 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 1.0488
2.618 1.0488
1.618 1.0488
1.000 1.0488
0.618 1.0488
HIGH 1.0488
0.618 1.0488
0.500 1.0488
0.382 1.0488
LOW 1.0488
0.618 1.0488
1.000 1.0488
1.618 1.0488
2.618 1.0488
4.250 1.0488
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 1.0488 1.0515
PP 1.0488 1.0506
S1 1.0488 1.0497

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

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