CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 1.0269 1.0250 -0.0019 -0.2% 1.0431
High 1.0269 1.0343 0.0074 0.7% 1.0500
Low 1.0269 1.0250 -0.0019 -0.2% 1.0319
Close 1.0269 1.0343 0.0074 0.7% 1.0353
Range 0.0000 0.0093 0.0093 0.0181
ATR 0.0079 0.0080 0.0001 1.2% 0.0000
Volume 0 1 1 9
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0591 1.0560 1.0394
R3 1.0498 1.0467 1.0369
R2 1.0405 1.0405 1.0360
R1 1.0374 1.0374 1.0352 1.0390
PP 1.0312 1.0312 1.0312 1.0320
S1 1.0281 1.0281 1.0334 1.0297
S2 1.0219 1.0219 1.0326
S3 1.0126 1.0188 1.0317
S4 1.0033 1.0095 1.0292
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 1.0250 0.0250 2.4% 0.0053 0.5% 37% False True 2
10 1.0583 1.0250 0.0333 3.2% 0.0040 0.4% 28% False True 1
20 1.0820 1.0250 0.0570 5.5% 0.0027 0.3% 16% False True
40 1.0820 1.0193 0.0627 6.1% 0.0023 0.2% 24% False False
60 1.1036 1.0193 0.0843 8.2% 0.0018 0.2% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0738
2.618 1.0586
1.618 1.0493
1.000 1.0436
0.618 1.0400
HIGH 1.0343
0.618 1.0307
0.500 1.0297
0.382 1.0286
LOW 1.0250
0.618 1.0193
1.000 1.0157
1.618 1.0100
2.618 1.0007
4.250 0.9855
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 1.0328 1.0330
PP 1.0312 1.0318
S1 1.0297 1.0305

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

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