CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 1.0131 1.0144 0.0013 0.1% 1.0197
High 1.0154 1.0162 0.0008 0.1% 1.0239
Low 1.0122 1.0126 0.0004 0.0% 1.0122
Close 1.0141 1.0144 0.0003 0.0% 1.0141
Range 0.0032 0.0036 0.0004 12.5% 0.0117
ATR 0.0057 0.0055 -0.0001 -2.6% 0.0000
Volume 9 1 -8 -88.9% 11
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0252 1.0234 1.0164
R3 1.0216 1.0198 1.0154
R2 1.0180 1.0180 1.0151
R1 1.0162 1.0162 1.0147 1.0162
PP 1.0144 1.0144 1.0144 1.0144
S1 1.0126 1.0126 1.0141 1.0126
S2 1.0108 1.0108 1.0137
S3 1.0072 1.0090 1.0134
S4 1.0036 1.0054 1.0124
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0518 1.0447 1.0205
R3 1.0401 1.0330 1.0173
R2 1.0284 1.0284 1.0162
R1 1.0213 1.0213 1.0152 1.0190
PP 1.0167 1.0167 1.0167 1.0156
S1 1.0096 1.0096 1.0130 1.0073
S2 1.0050 1.0050 1.0120
S3 0.9933 0.9979 1.0109
S4 0.9816 0.9862 1.0077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0239 1.0122 0.0117 1.2% 0.0046 0.4% 19% False False 2
10 1.0270 1.0122 0.0148 1.5% 0.0046 0.5% 15% False False 2
20 1.0472 1.0122 0.0350 3.5% 0.0053 0.5% 6% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0315
2.618 1.0256
1.618 1.0220
1.000 1.0198
0.618 1.0184
HIGH 1.0162
0.618 1.0148
0.500 1.0144
0.382 1.0140
LOW 1.0126
0.618 1.0104
1.000 1.0090
1.618 1.0068
2.618 1.0032
4.250 0.9973
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 1.0144 1.0181
PP 1.0144 1.0168
S1 1.0144 1.0156

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

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