CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 0.9875 0.9890 0.0015 0.2% 0.9904
High 0.9900 0.9903 0.0003 0.0% 0.9944
Low 0.9836 0.9809 -0.0027 -0.3% 0.9822
Close 0.9898 0.9844 -0.0054 -0.5% 0.9876
Range 0.0064 0.0094 0.0030 46.9% 0.0122
ATR 0.0083 0.0083 0.0001 1.0% 0.0000
Volume 18,901 35,948 17,047 90.2% 93,567
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0134 1.0083 0.9896
R3 1.0040 0.9989 0.9870
R2 0.9946 0.9946 0.9861
R1 0.9895 0.9895 0.9853 0.9874
PP 0.9852 0.9852 0.9852 0.9841
S1 0.9801 0.9801 0.9835 0.9780
S2 0.9758 0.9758 0.9827
S3 0.9664 0.9707 0.9818
S4 0.9570 0.9613 0.9792
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0247 1.0183 0.9943
R3 1.0125 1.0061 0.9910
R2 1.0003 1.0003 0.9898
R1 0.9939 0.9939 0.9887 0.9910
PP 0.9881 0.9881 0.9881 0.9866
S1 0.9817 0.9817 0.9865 0.9788
S2 0.9759 0.9759 0.9854
S3 0.9637 0.9695 0.9842
S4 0.9515 0.9573 0.9809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9931 0.9809 0.0122 1.2% 0.0083 0.8% 29% False True 26,823
10 1.0032 0.9809 0.0223 2.3% 0.0074 0.7% 16% False True 25,119
20 1.0493 0.9809 0.0684 6.9% 0.0088 0.9% 5% False True 28,304
40 1.0493 0.9809 0.0684 6.9% 0.0076 0.8% 5% False True 24,960
60 1.0493 0.9809 0.0684 6.9% 0.0081 0.8% 5% False True 22,747
80 1.0556 0.9809 0.0747 7.6% 0.0079 0.8% 5% False True 17,107
100 1.0556 0.9809 0.0747 7.6% 0.0074 0.8% 5% False True 13,687
120 1.0578 0.9809 0.0769 7.8% 0.0068 0.7% 5% False True 11,408
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 0.0020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0303
2.618 1.0149
1.618 1.0055
1.000 0.9997
0.618 0.9961
HIGH 0.9903
0.618 0.9867
0.500 0.9856
0.382 0.9845
LOW 0.9809
0.618 0.9751
1.000 0.9715
1.618 0.9657
2.618 0.9563
4.250 0.9409
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 0.9856 0.9870
PP 0.9852 0.9861
S1 0.9848 0.9853

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

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