CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 1.0357 1.0393 0.0036 0.3% 1.0269
High 1.0357 1.0393 0.0036 0.3% 1.0393
Low 1.0320 1.0393 0.0073 0.7% 1.0250
Close 1.0357 1.0393 0.0036 0.3% 1.0393
Range 0.0037 0.0000 -0.0037 -100.0% 0.0143
ATR 0.0077 0.0074 -0.0003 -3.8% 0.0000
Volume
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0393 1.0393 1.0393
R3 1.0393 1.0393 1.0393
R2 1.0393 1.0393 1.0393
R1 1.0393 1.0393 1.0393 1.0393
PP 1.0393 1.0393 1.0393 1.0393
S1 1.0393 1.0393 1.0393 1.0393
S2 1.0393 1.0393 1.0393
S3 1.0393 1.0393 1.0393
S4 1.0393 1.0393 1.0393
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0774 1.0727 1.0472
R3 1.0631 1.0584 1.0432
R2 1.0488 1.0488 1.0419
R1 1.0441 1.0441 1.0406 1.0465
PP 1.0345 1.0345 1.0345 1.0357
S1 1.0298 1.0298 1.0380 1.0322
S2 1.0202 1.0202 1.0367
S3 1.0059 1.0155 1.0354
S4 0.9916 1.0012 1.0314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0393 1.0250 0.0143 1.4% 0.0033 0.3% 100% True False
10 1.0500 1.0250 0.0250 2.4% 0.0044 0.4% 57% False False 1
20 1.0820 1.0250 0.0570 5.5% 0.0026 0.3% 25% False False
40 1.0820 1.0193 0.0627 6.0% 0.0024 0.2% 32% False False
60 1.1036 1.0193 0.0843 8.1% 0.0018 0.2% 24% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0393
2.618 1.0393
1.618 1.0393
1.000 1.0393
0.618 1.0393
HIGH 1.0393
0.618 1.0393
0.500 1.0393
0.382 1.0393
LOW 1.0393
0.618 1.0393
1.000 1.0393
1.618 1.0393
2.618 1.0393
4.250 1.0393
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 1.0393 1.0369
PP 1.0393 1.0345
S1 1.0393 1.0322

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

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