CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 1.0051 1.0037 -0.0014 -0.1% 1.0326
High 1.0085 1.0073 -0.0012 -0.1% 1.0544
Low 1.0014 0.9996 -0.0018 -0.2% 1.0181
Close 1.0046 0.9998 -0.0048 -0.5% 1.0187
Range 0.0071 0.0077 0.0006 8.4% 0.0363
ATR 0.0083 0.0083 0.0000 -0.5% 0.0000
Volume 105 18 -87 -82.9% 207
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0253 1.0203 1.0040
R3 1.0176 1.0126 1.0019
R2 1.0099 1.0099 1.0012
R1 1.0049 1.0049 1.0005 1.0036
PP 1.0022 1.0022 1.0022 1.0016
S1 0.9972 0.9972 0.9991 0.9959
S2 0.9945 0.9945 0.9984
S3 0.9868 0.9895 0.9977
S4 0.9791 0.9818 0.9956
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1393 1.1153 1.0387
R3 1.1030 1.0790 1.0287
R2 1.0667 1.0667 1.0254
R1 1.0427 1.0427 1.0220 1.0366
PP 1.0304 1.0304 1.0304 1.0273
S1 1.0064 1.0064 1.0154 1.0003
S2 0.9941 0.9941 1.0120
S3 0.9578 0.9701 1.0087
S4 0.9215 0.9338 0.9987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0240 0.9996 0.0244 2.4% 0.0080 0.8% 1% False True 71
10 1.0544 0.9996 0.0548 5.5% 0.0097 1.0% 0% False True 58
20 1.0544 0.9996 0.0548 5.5% 0.0076 0.8% 0% False True 32
40 1.0544 0.9996 0.0548 5.5% 0.0066 0.7% 0% False True 22
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0400
2.618 1.0275
1.618 1.0198
1.000 1.0150
0.618 1.0121
HIGH 1.0073
0.618 1.0044
0.500 1.0035
0.382 1.0025
LOW 0.9996
0.618 0.9948
1.000 0.9919
1.618 0.9871
2.618 0.9794
4.250 0.9669
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 1.0035 1.0068
PP 1.0022 1.0045
S1 1.0010 1.0021

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

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