CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 1.0820 1.0681 -0.0139 -1.3% 1.0317
High 1.0820 1.0681 -0.0139 -1.3% 1.0631
Low 1.0820 1.0624 -0.0196 -1.8% 1.0313
Close 1.0820 1.0681 -0.0139 -1.3% 1.0631
Range 0.0000 0.0057 0.0057 0.0318
ATR 0.0071 0.0080 0.0009 12.5% 0.0000
Volume
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0833 1.0814 1.0712
R3 1.0776 1.0757 1.0697
R2 1.0719 1.0719 1.0691
R1 1.0700 1.0700 1.0686 1.0710
PP 1.0662 1.0662 1.0662 1.0667
S1 1.0643 1.0643 1.0676 1.0653
S2 1.0605 1.0605 1.0671
S3 1.0548 1.0586 1.0665
S4 1.0491 1.0529 1.0650
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1479 1.1373 1.0806
R3 1.1161 1.1055 1.0718
R2 1.0843 1.0843 1.0689
R1 1.0737 1.0737 1.0660 1.0790
PP 1.0525 1.0525 1.0525 1.0552
S1 1.0419 1.0419 1.0602 1.0472
S2 1.0207 1.0207 1.0573
S3 0.9889 1.0101 1.0544
S4 0.9571 0.9783 1.0456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0820 1.0445 0.0375 3.5% 0.0012 0.1% 63% False False
10 1.0820 1.0313 0.0507 4.7% 0.0014 0.1% 73% False False
20 1.0820 1.0193 0.0627 5.9% 0.0021 0.2% 78% False False
40 1.0820 1.0193 0.0627 5.9% 0.0016 0.2% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0923
2.618 1.0830
1.618 1.0773
1.000 1.0738
0.618 1.0716
HIGH 1.0681
0.618 1.0659
0.500 1.0653
0.382 1.0646
LOW 1.0624
0.618 1.0589
1.000 1.0567
1.618 1.0532
2.618 1.0475
4.250 1.0382
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 1.0672 1.0722
PP 1.0662 1.0708
S1 1.0653 1.0695

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

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