CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 1.0317 1.0314 -0.0003 0.0% 1.0253
High 1.0317 1.0314 -0.0003 0.0% 1.0398
Low 1.0313 1.0314 0.0001 0.0% 1.0193
Close 1.0317 1.0314 -0.0003 0.0% 1.0323
Range 0.0004 0.0000 -0.0004 -100.0% 0.0205
ATR 0.0054 0.0051 -0.0004 -6.7% 0.0000
Volume
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0314 1.0314 1.0314
R3 1.0314 1.0314 1.0314
R2 1.0314 1.0314 1.0314
R1 1.0314 1.0314 1.0314 1.0314
PP 1.0314 1.0314 1.0314 1.0314
S1 1.0314 1.0314 1.0314 1.0314
S2 1.0314 1.0314 1.0314
S3 1.0314 1.0314 1.0314
S4 1.0314 1.0314 1.0314
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 1.0313 0.0085 0.8% 0.0015 0.1% 1% False False
10 1.0398 1.0193 0.0205 2.0% 0.0019 0.2% 59% False False
20 1.0547 1.0193 0.0354 3.4% 0.0023 0.2% 34% False False
40 1.0930 1.0193 0.0737 7.1% 0.0015 0.1% 16% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0314
2.618 1.0314
1.618 1.0314
1.000 1.0314
0.618 1.0314
HIGH 1.0314
0.618 1.0314
0.500 1.0314
0.382 1.0314
LOW 1.0314
0.618 1.0314
1.000 1.0314
1.618 1.0314
2.618 1.0314
4.250 1.0314
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 1.0314 1.0328
PP 1.0314 1.0323
S1 1.0314 1.0319

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

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