CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 1.0478 1.0446 -0.0032 -0.3% 1.0472
High 1.0478 1.0488 0.0010 0.1% 1.0541
Low 1.0456 1.0437 -0.0019 -0.2% 1.0472
Close 1.0478 1.0446 -0.0032 -0.3% 1.0488
Range 0.0022 0.0051 0.0029 131.8% 0.0069
ATR 0.0056 0.0056 0.0000 -0.6% 0.0000
Volume
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0610 1.0579 1.0474
R3 1.0559 1.0528 1.0460
R2 1.0508 1.0508 1.0455
R1 1.0477 1.0477 1.0451 1.0472
PP 1.0457 1.0457 1.0457 1.0454
S1 1.0426 1.0426 1.0441 1.0421
S2 1.0406 1.0406 1.0437
S3 1.0355 1.0375 1.0432
S4 1.0304 1.0324 1.0418
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 1.0547 1.0437 0.0110 1.1% 0.0028 0.3% 8% False True
10 1.0547 1.0437 0.0110 1.1% 0.0014 0.1% 8% False True
20 1.0737 1.0437 0.0300 2.9% 0.0014 0.1% 3% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0705
2.618 1.0622
1.618 1.0571
1.000 1.0539
0.618 1.0520
HIGH 1.0488
0.618 1.0469
0.500 1.0463
0.382 1.0456
LOW 1.0437
0.618 1.0405
1.000 1.0386
1.618 1.0354
2.618 1.0303
4.250 1.0220
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 1.0463 1.0492
PP 1.0457 1.0477
S1 1.0452 1.0461

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

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