CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 1.0346 1.0360 0.0014 0.1% 1.0431
High 1.0346 1.0360 0.0014 0.1% 1.0500
Low 1.0319 1.0323 0.0004 0.0% 1.0319
Close 1.0346 1.0353 0.0007 0.1% 1.0353
Range 0.0027 0.0037 0.0010 37.0% 0.0181
ATR 0.0082 0.0079 -0.0003 -3.9% 0.0000
Volume 0 1 1 9
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0456 1.0442 1.0373
R3 1.0419 1.0405 1.0363
R2 1.0382 1.0382 1.0360
R1 1.0368 1.0368 1.0356 1.0357
PP 1.0345 1.0345 1.0345 1.0340
S1 1.0331 1.0331 1.0350 1.0320
S2 1.0308 1.0308 1.0346
S3 1.0271 1.0294 1.0343
S4 1.0234 1.0257 1.0333
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0934 1.0824 1.0453
R3 1.0753 1.0643 1.0403
R2 1.0572 1.0572 1.0386
R1 1.0462 1.0462 1.0370 1.0427
PP 1.0391 1.0391 1.0391 1.0373
S1 1.0281 1.0281 1.0336 1.0246
S2 1.0210 1.0210 1.0320
S3 1.0029 1.0100 1.0303
S4 0.9848 0.9919 1.0253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0500 1.0319 0.0181 1.7% 0.0044 0.4% 19% False False 1
10 1.0820 1.0319 0.0501 4.8% 0.0037 0.4% 7% False False 1
20 1.0820 1.0193 0.0627 6.1% 0.0026 0.3% 26% False False
40 1.0820 1.0193 0.0627 6.1% 0.0022 0.2% 26% False False
60 1.1036 1.0193 0.0843 8.1% 0.0016 0.2% 19% 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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0517
2.618 1.0457
1.618 1.0420
1.000 1.0397
0.618 1.0383
HIGH 1.0360
0.618 1.0346
0.500 1.0342
0.382 1.0337
LOW 1.0323
0.618 1.0300
1.000 1.0286
1.618 1.0263
2.618 1.0226
4.250 1.0166
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 1.0349 1.0410
PP 1.0345 1.0391
S1 1.0342 1.0372

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

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