CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 1.0332 1.0379 0.0047 0.5% 1.0144
High 1.0391 1.0389 -0.0002 0.0% 1.0220
Low 1.0332 1.0326 -0.0006 -0.1% 1.0084
Close 1.0354 1.0341 -0.0013 -0.1% 1.0208
Range 0.0059 0.0063 0.0004 6.8% 0.0136
ATR 0.0063 0.0063 0.0000 0.0% 0.0000
Volume 10 13 3 30.0% 24
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0541 1.0504 1.0376
R3 1.0478 1.0441 1.0358
R2 1.0415 1.0415 1.0353
R1 1.0378 1.0378 1.0347 1.0365
PP 1.0352 1.0352 1.0352 1.0346
S1 1.0315 1.0315 1.0335 1.0302
S2 1.0289 1.0289 1.0329
S3 1.0226 1.0252 1.0324
S4 1.0163 1.0189 1.0306
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0579 1.0529 1.0283
R3 1.0443 1.0393 1.0245
R2 1.0307 1.0307 1.0233
R1 1.0257 1.0257 1.0220 1.0282
PP 1.0171 1.0171 1.0171 1.0183
S1 1.0121 1.0121 1.0196 1.0146
S2 1.0035 1.0035 1.0183
S3 0.9899 0.9985 1.0171
S4 0.9763 0.9849 1.0133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0391 1.0132 0.0259 2.5% 0.0069 0.7% 81% False False 9
10 1.0391 1.0084 0.0307 3.0% 0.0056 0.5% 84% False False 6
20 1.0391 1.0084 0.0307 3.0% 0.0054 0.5% 84% False False 4
40 1.0472 1.0084 0.0388 3.8% 0.0050 0.5% 66% False False 8
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0657
2.618 1.0554
1.618 1.0491
1.000 1.0452
0.618 1.0428
HIGH 1.0389
0.618 1.0365
0.500 1.0358
0.382 1.0350
LOW 1.0326
0.618 1.0287
1.000 1.0263
1.618 1.0224
2.618 1.0161
4.250 1.0058
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 1.0358 1.0334
PP 1.0352 1.0328
S1 1.0347 1.0321

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

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