CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 1.0583 1.0442 -0.0141 -1.3% 1.0317
High 1.0583 1.0442 -0.0141 -1.3% 1.0631
Low 1.0583 1.0438 -0.0145 -1.4% 1.0313
Close 1.0583 1.0442 -0.0141 -1.3% 1.0631
Range 0.0000 0.0004 0.0004 0.0318
ATR 0.0081 0.0086 0.0005 5.6% 0.0000
Volume
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0453 1.0451 1.0444
R3 1.0449 1.0447 1.0443
R2 1.0445 1.0445 1.0443
R1 1.0443 1.0443 1.0442 1.0444
PP 1.0441 1.0441 1.0441 1.0441
S1 1.0439 1.0439 1.0442 1.0440
S2 1.0437 1.0437 1.0441
S3 1.0433 1.0435 1.0441
S4 1.0429 1.0431 1.0440
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 1.0438 0.0382 3.7% 0.0012 0.1% 1% False True
10 1.0820 1.0313 0.0507 4.9% 0.0009 0.1% 25% False False
20 1.0820 1.0193 0.0627 6.0% 0.0019 0.2% 40% False False
40 1.0820 1.0193 0.0627 6.0% 0.0016 0.2% 40% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0459
2.618 1.0452
1.618 1.0448
1.000 1.0446
0.618 1.0444
HIGH 1.0442
0.618 1.0440
0.500 1.0440
0.382 1.0440
LOW 1.0438
0.618 1.0436
1.000 1.0434
1.618 1.0432
2.618 1.0428
4.250 1.0421
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 1.0441 1.0560
PP 1.0441 1.0520
S1 1.0440 1.0481

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

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