CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 1.0528 1.0513 -0.0015 -0.1% 1.0457
High 1.0589 1.0550 -0.0039 -0.4% 1.0607
Low 1.0506 1.0463 -0.0043 -0.4% 1.0427
Close 1.0507 1.0484 -0.0023 -0.2% 1.0572
Range 0.0083 0.0087 0.0004 4.8% 0.0180
ATR 0.0086 0.0086 0.0000 0.1% 0.0000
Volume 2 5 3 150.0% 73
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0760 1.0709 1.0532
R3 1.0673 1.0622 1.0508
R2 1.0586 1.0586 1.0500
R1 1.0535 1.0535 1.0492 1.0517
PP 1.0499 1.0499 1.0499 1.0490
S1 1.0448 1.0448 1.0476 1.0430
S2 1.0412 1.0412 1.0468
S3 1.0325 1.0361 1.0460
S4 1.0238 1.0274 1.0436
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1075 1.1004 1.0671
R3 1.0895 1.0824 1.0622
R2 1.0715 1.0715 1.0605
R1 1.0644 1.0644 1.0589 1.0680
PP 1.0535 1.0535 1.0535 1.0553
S1 1.0464 1.0464 1.0556 1.0500
S2 1.0355 1.0355 1.0539
S3 1.0175 1.0284 1.0523
S4 0.9995 1.0104 1.0473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0607 1.0463 0.0144 1.4% 0.0072 0.7% 15% False True 15
10 1.0607 1.0333 0.0274 2.6% 0.0081 0.8% 55% False False 14
20 1.0607 1.0230 0.0377 3.6% 0.0086 0.8% 67% False False 13
40 1.0607 1.0230 0.0377 3.6% 0.0072 0.7% 67% False False 8
60 1.0820 1.0193 0.0627 6.0% 0.0055 0.5% 46% False False 5
80 1.0820 1.0193 0.0627 6.0% 0.0044 0.4% 46% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0920
2.618 1.0778
1.618 1.0691
1.000 1.0637
0.618 1.0604
HIGH 1.0550
0.618 1.0517
0.500 1.0507
0.382 1.0496
LOW 1.0463
0.618 1.0409
1.000 1.0376
1.618 1.0322
2.618 1.0235
4.250 1.0093
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 1.0507 1.0526
PP 1.0499 1.0512
S1 1.0492 1.0498

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

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