CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 1.0338 1.0252 -0.0086 -0.8% 1.0204
High 1.0348 1.0544 0.0196 1.9% 1.0405
Low 1.0294 1.0230 -0.0064 -0.6% 1.0175
Close 1.0316 1.0234 -0.0082 -0.8% 1.0385
Range 0.0054 0.0314 0.0260 481.5% 0.0230
ATR 0.0065 0.0083 0.0018 27.2% 0.0000
Volume 118 55 -63 -53.4% 58
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1278 1.1070 1.0407
R3 1.0964 1.0756 1.0320
R2 1.0650 1.0650 1.0292
R1 1.0442 1.0442 1.0263 1.0389
PP 1.0336 1.0336 1.0336 1.0310
S1 1.0128 1.0128 1.0205 1.0075
S2 1.0022 1.0022 1.0176
S3 0.9708 0.9814 1.0148
S4 0.9394 0.9500 1.0061
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1012 1.0928 1.0512
R3 1.0782 1.0698 1.0448
R2 1.0552 1.0552 1.0427
R1 1.0468 1.0468 1.0406 1.0510
PP 1.0322 1.0322 1.0322 1.0343
S1 1.0238 1.0238 1.0364 1.0280
S2 1.0092 1.0092 1.0343
S3 0.9862 1.0008 1.0322
S4 0.9632 0.9778 1.0259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0544 1.0230 0.0314 3.1% 0.0113 1.1% 1% True True 45
10 1.0544 1.0131 0.0413 4.0% 0.0088 0.9% 25% True False 26
20 1.0544 1.0084 0.0460 4.5% 0.0067 0.7% 33% True False 14
40 1.0544 1.0084 0.0460 4.5% 0.0060 0.6% 33% True False 13
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 0.0011
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.1879
2.618 1.1366
1.618 1.1052
1.000 1.0858
0.618 1.0738
HIGH 1.0544
0.618 1.0424
0.500 1.0387
0.382 1.0350
LOW 1.0230
0.618 1.0036
1.000 0.9916
1.618 0.9722
2.618 0.9408
4.250 0.8896
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 1.0387 1.0387
PP 1.0336 1.0336
S1 1.0285 1.0285

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

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