CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 1.0206 1.0229 0.0023 0.2% 1.0384
High 1.0213 1.0229 0.0016 0.2% 1.0393
Low 1.0180 1.0179 -0.0001 0.0% 1.0256
Close 1.0180 1.0229 0.0049 0.5% 1.0307
Range 0.0033 0.0050 0.0017 51.5% 0.0137
ATR 0.0064 0.0063 -0.0001 -1.6% 0.0000
Volume 5 0 -5 -100.0% 26
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0362 1.0346 1.0257
R3 1.0312 1.0296 1.0243
R2 1.0262 1.0262 1.0238
R1 1.0246 1.0246 1.0234 1.0254
PP 1.0212 1.0212 1.0212 1.0217
S1 1.0196 1.0196 1.0224 1.0204
S2 1.0162 1.0162 1.0220
S3 1.0112 1.0146 1.0215
S4 1.0062 1.0096 1.0202
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0730 1.0655 1.0382
R3 1.0593 1.0518 1.0345
R2 1.0456 1.0456 1.0332
R1 1.0381 1.0381 1.0320 1.0350
PP 1.0319 1.0319 1.0319 1.0303
S1 1.0244 1.0244 1.0294 1.0213
S2 1.0182 1.0182 1.0282
S3 1.0045 1.0107 1.0269
S4 0.9908 0.9970 1.0232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0327 1.0179 0.0148 1.4% 0.0059 0.6% 34% False True 2
10 1.0459 1.0179 0.0280 2.7% 0.0057 0.6% 18% False True 24
20 1.0472 1.0179 0.0293 2.9% 0.0053 0.5% 17% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0442
2.618 1.0360
1.618 1.0310
1.000 1.0279
0.618 1.0260
HIGH 1.0229
0.618 1.0210
0.500 1.0204
0.382 1.0198
LOW 1.0179
0.618 1.0148
1.000 1.0129
1.618 1.0098
2.618 1.0048
4.250 0.9967
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 1.0221 1.0228
PP 1.0212 1.0226
S1 1.0204 1.0225

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

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