CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 0.9960 0.9901 -0.0059 -0.6% 0.9964
High 1.0005 1.0012 0.0007 0.1% 1.0005
Low 0.9944 0.9881 -0.0063 -0.6% 0.9867
Close 0.9956 0.9999 0.0043 0.4% 0.9956
Range 0.0061 0.0131 0.0070 114.8% 0.0138
ATR 0.0076 0.0080 0.0004 5.1% 0.0000
Volume 880 584 -296 -33.6% 2,033
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0357 1.0309 1.0071
R3 1.0226 1.0178 1.0035
R2 1.0095 1.0095 1.0023
R1 1.0047 1.0047 1.0011 1.0071
PP 0.9964 0.9964 0.9964 0.9976
S1 0.9916 0.9916 0.9987 0.9940
S2 0.9833 0.9833 0.9975
S3 0.9702 0.9785 0.9963
S4 0.9571 0.9654 0.9927
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0357 1.0294 1.0032
R3 1.0219 1.0156 0.9994
R2 1.0081 1.0081 0.9981
R1 1.0018 1.0018 0.9969 0.9981
PP 0.9943 0.9943 0.9943 0.9924
S1 0.9880 0.9880 0.9943 0.9843
S2 0.9805 0.9805 0.9931
S3 0.9667 0.9742 0.9918
S4 0.9529 0.9604 0.9880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0012 0.9867 0.0145 1.5% 0.0083 0.8% 91% True False 502
10 1.0012 0.9867 0.0145 1.5% 0.0077 0.8% 91% True False 289
20 1.0544 0.9867 0.0677 6.8% 0.0086 0.9% 19% False False 177
40 1.0544 0.9867 0.0677 6.8% 0.0070 0.7% 19% False False 91
60 1.0544 0.9867 0.0677 6.8% 0.0063 0.6% 19% False False 65
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 0.0013
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0569
2.618 1.0355
1.618 1.0224
1.000 1.0143
0.618 1.0093
HIGH 1.0012
0.618 0.9962
0.500 0.9947
0.382 0.9931
LOW 0.9881
0.618 0.9800
1.000 0.9750
1.618 0.9669
2.618 0.9538
4.250 0.9324
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 0.9982 0.9982
PP 0.9964 0.9964
S1 0.9947 0.9947

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

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