CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 0.9961 0.9881 -0.0080 -0.8% 0.9956
High 0.9977 0.9962 -0.0015 -0.2% 0.9999
Low 0.9891 0.9881 -0.0010 -0.1% 0.9881
Close 0.9899 0.9933 0.0034 0.3% 0.9933
Range 0.0086 0.0081 -0.0005 -5.8% 0.0118
ATR 0.0077 0.0078 0.0000 0.3% 0.0000
Volume 119 55 -64 -53.8% 281
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0168 1.0132 0.9978
R3 1.0087 1.0051 0.9955
R2 1.0006 1.0006 0.9948
R1 0.9970 0.9970 0.9940 0.9988
PP 0.9925 0.9925 0.9925 0.9935
S1 0.9889 0.9889 0.9926 0.9907
S2 0.9844 0.9844 0.9918
S3 0.9763 0.9808 0.9911
S4 0.9682 0.9727 0.9888
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0292 1.0230 0.9998
R3 1.0174 1.0112 0.9965
R2 1.0056 1.0056 0.9955
R1 0.9994 0.9994 0.9944 0.9966
PP 0.9938 0.9938 0.9938 0.9924
S1 0.9876 0.9876 0.9922 0.9848
S2 0.9820 0.9820 0.9911
S3 0.9702 0.9758 0.9901
S4 0.9584 0.9640 0.9868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0007 0.9881 0.0126 1.3% 0.0065 0.7% 41% False True 73
10 1.0240 0.9881 0.0359 3.6% 0.0072 0.7% 14% False True 72
20 1.0544 0.9881 0.0663 6.7% 0.0082 0.8% 8% False True 49
40 1.0544 0.9881 0.0663 6.7% 0.0067 0.7% 8% False True 31
60 1.0544 0.9881 0.0663 6.7% 0.0060 0.6% 8% False True 21
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 True
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0306
2.618 1.0174
1.618 1.0093
1.000 1.0043
0.618 1.0012
HIGH 0.9962
0.618 0.9931
0.500 0.9922
0.382 0.9912
LOW 0.9881
0.618 0.9831
1.000 0.9800
1.618 0.9750
2.618 0.9669
4.250 0.9537
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 0.9929 0.9940
PP 0.9925 0.9938
S1 0.9922 0.9935

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

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