CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 1.0323 1.0317 -0.0006 -0.1% 1.0253
High 1.0342 1.0317 -0.0025 -0.2% 1.0398
Low 1.0323 1.0313 -0.0010 -0.1% 1.0193
Close 1.0323 1.0317 -0.0006 -0.1% 1.0323
Range 0.0019 0.0004 -0.0015 -78.9% 0.0205
ATR 0.0058 0.0054 -0.0003 -5.9% 0.0000
Volume
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0328 1.0326 1.0319
R3 1.0324 1.0322 1.0318
R2 1.0320 1.0320 1.0318
R1 1.0318 1.0318 1.0317 1.0319
PP 1.0316 1.0316 1.0316 1.0316
S1 1.0314 1.0314 1.0317 1.0315
S2 1.0312 1.0312 1.0316
S3 1.0308 1.0310 1.0316
S4 1.0304 1.0306 1.0315
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0920 1.0826 1.0436
R3 1.0715 1.0621 1.0379
R2 1.0510 1.0510 1.0361
R1 1.0416 1.0416 1.0342 1.0463
PP 1.0305 1.0305 1.0305 1.0328
S1 1.0211 1.0211 1.0304 1.0258
S2 1.0100 1.0100 1.0285
S3 0.9895 1.0006 1.0267
S4 0.9690 0.9801 1.0210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0398 1.0193 0.0205 2.0% 0.0029 0.3% 60% False False
10 1.0398 1.0193 0.0205 2.0% 0.0019 0.2% 60% False False
20 1.0547 1.0193 0.0354 3.4% 0.0023 0.2% 35% False False
40 1.0983 1.0193 0.0790 7.7% 0.0015 0.1% 16% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0334
2.618 1.0327
1.618 1.0323
1.000 1.0321
0.618 1.0319
HIGH 1.0317
0.618 1.0315
0.500 1.0315
0.382 1.0315
LOW 1.0313
0.618 1.0311
1.000 1.0309
1.618 1.0307
2.618 1.0303
4.250 1.0296
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 1.0316 1.0328
PP 1.0316 1.0324
S1 1.0315 1.0321

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

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