CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 0.9881 0.9964 0.0083 0.8% 0.9956
High 0.9962 0.9987 0.0025 0.3% 0.9999
Low 0.9881 0.9903 0.0022 0.2% 0.9881
Close 0.9933 0.9929 -0.0004 0.0% 0.9933
Range 0.0081 0.0084 0.0003 3.7% 0.0118
ATR 0.0078 0.0078 0.0000 0.6% 0.0000
Volume 55 105 50 90.9% 281
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0192 1.0144 0.9975
R3 1.0108 1.0060 0.9952
R2 1.0024 1.0024 0.9944
R1 0.9976 0.9976 0.9937 0.9958
PP 0.9940 0.9940 0.9940 0.9931
S1 0.9892 0.9892 0.9921 0.9874
S2 0.9856 0.9856 0.9914
S3 0.9772 0.9808 0.9906
S4 0.9688 0.9724 0.9883
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 0.9999 0.9881 0.0118 1.2% 0.0070 0.7% 41% False False 77
10 1.0168 0.9881 0.0287 2.9% 0.0075 0.8% 17% False False 82
20 1.0544 0.9881 0.0663 6.7% 0.0082 0.8% 7% False False 54
40 1.0544 0.9881 0.0663 6.7% 0.0065 0.7% 7% False False 29
60 1.0544 0.9881 0.0663 6.7% 0.0060 0.6% 7% False False 23
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 1.0344
2.618 1.0207
1.618 1.0123
1.000 1.0071
0.618 1.0039
HIGH 0.9987
0.618 0.9955
0.500 0.9945
0.382 0.9935
LOW 0.9903
0.618 0.9851
1.000 0.9819
1.618 0.9767
2.618 0.9683
4.250 0.9546
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 0.9945 0.9934
PP 0.9940 0.9932
S1 0.9934 0.9931

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

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