CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 0.9964 0.9936 -0.0028 -0.3% 0.9956
High 0.9987 0.9956 -0.0031 -0.3% 0.9999
Low 0.9903 0.9895 -0.0008 -0.1% 0.9881
Close 0.9929 0.9955 0.0026 0.3% 0.9933
Range 0.0084 0.0061 -0.0023 -27.4% 0.0118
ATR 0.0078 0.0077 -0.0001 -1.6% 0.0000
Volume 105 46 -59 -56.2% 281
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0118 1.0098 0.9989
R3 1.0057 1.0037 0.9972
R2 0.9996 0.9996 0.9966
R1 0.9976 0.9976 0.9961 0.9986
PP 0.9935 0.9935 0.9935 0.9941
S1 0.9915 0.9915 0.9949 0.9925
S2 0.9874 0.9874 0.9944
S3 0.9813 0.9854 0.9938
S4 0.9752 0.9793 0.9921
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% 0.0075 0.8% 63% False False 81
10 1.0140 0.9881 0.0259 2.6% 0.0071 0.7% 29% False False 80
20 1.0544 0.9881 0.0663 6.7% 0.0083 0.8% 11% False False 56
40 1.0544 0.9881 0.0663 6.7% 0.0066 0.7% 11% False False 29
60 1.0544 0.9881 0.0663 6.7% 0.0060 0.6% 11% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0215
2.618 1.0116
1.618 1.0055
1.000 1.0017
0.618 0.9994
HIGH 0.9956
0.618 0.9933
0.500 0.9926
0.382 0.9918
LOW 0.9895
0.618 0.9857
1.000 0.9834
1.618 0.9796
2.618 0.9735
4.250 0.9636
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 0.9945 0.9948
PP 0.9935 0.9941
S1 0.9926 0.9934

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

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