CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 1.0487 1.0500 0.0013 0.1% 1.0820
High 1.0487 1.0500 0.0013 0.1% 1.0820
Low 1.0487 1.0392 -0.0095 -0.9% 1.0406
Close 1.0487 1.0392 -0.0095 -0.9% 1.0462
Range 0.0000 0.0108 0.0108 0.0414
ATR 0.0081 0.0083 0.0002 2.4% 0.0000
Volume 0 8 8 4
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0752 1.0680 1.0451
R3 1.0644 1.0572 1.0422
R2 1.0536 1.0536 1.0412
R1 1.0464 1.0464 1.0402 1.0446
PP 1.0428 1.0428 1.0428 1.0419
S1 1.0356 1.0356 1.0382 1.0338
S2 1.0320 1.0320 1.0372
S3 1.0212 1.0248 1.0362
S4 1.0104 1.0140 1.0333
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1805 1.1547 1.0690
R3 1.1391 1.1133 1.0576
R2 1.0977 1.0977 1.0538
R1 1.0719 1.0719 1.0500 1.0641
PP 1.0563 1.0563 1.0563 1.0524
S1 1.0305 1.0305 1.0424 1.0227
S2 1.0149 1.0149 1.0386
S3 0.9735 0.9891 1.0348
S4 0.9321 0.9477 1.0234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0500 1.0392 0.0108 1.0% 0.0049 0.5% 0% True True 2
10 1.0820 1.0392 0.0428 4.1% 0.0031 0.3% 0% False True 1
20 1.0820 1.0193 0.0627 6.0% 0.0024 0.2% 32% False False
40 1.0820 1.0193 0.0627 6.0% 0.0020 0.2% 32% False False
60 1.1036 1.0193 0.0843 8.1% 0.0015 0.1% 24% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.0959
2.618 1.0783
1.618 1.0675
1.000 1.0608
0.618 1.0567
HIGH 1.0500
0.618 1.0459
0.500 1.0446
0.382 1.0433
LOW 1.0392
0.618 1.0325
1.000 1.0284
1.618 1.0217
2.618 1.0109
4.250 0.9933
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 1.0446 1.0446
PP 1.0428 1.0428
S1 1.0410 1.0410

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

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