CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 1.0093 1.0157 0.0064 0.6% 1.0197
High 1.0146 1.0175 0.0029 0.3% 1.0239
Low 1.0084 1.0124 0.0040 0.4% 1.0122
Close 1.0137 1.0146 0.0009 0.1% 1.0141
Range 0.0062 0.0051 -0.0011 -17.7% 0.0117
ATR 0.0056 0.0055 0.0000 -0.6% 0.0000
Volume 8 5 -3 -37.5% 11
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0301 1.0275 1.0174
R3 1.0250 1.0224 1.0160
R2 1.0199 1.0199 1.0155
R1 1.0173 1.0173 1.0151 1.0161
PP 1.0148 1.0148 1.0148 1.0142
S1 1.0122 1.0122 1.0141 1.0110
S2 1.0097 1.0097 1.0137
S3 1.0046 1.0071 1.0132
S4 0.9995 1.0020 1.0118
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 1.0084 0.0155 1.5% 0.0054 0.5% 40% False False 4
10 1.0239 1.0084 0.0155 1.5% 0.0047 0.5% 40% False False 2
20 1.0472 1.0084 0.0388 3.8% 0.0054 0.5% 16% False False 13
40 1.0472 1.0084 0.0388 3.8% 0.0049 0.5% 16% False False 7
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0392
2.618 1.0309
1.618 1.0258
1.000 1.0226
0.618 1.0207
HIGH 1.0175
0.618 1.0156
0.500 1.0150
0.382 1.0143
LOW 1.0124
0.618 1.0092
1.000 1.0073
1.618 1.0041
2.618 0.9990
4.250 0.9907
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 1.0150 1.0141
PP 1.0148 1.0135
S1 1.0147 1.0130

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

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