CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 08-Dec-2016
Day Change Summary
Previous Current
07-Dec-2016 08-Dec-2016 Change Change % Previous Week
Open 0.9958 0.9990 0.0032 0.3% 0.9964
High 0.9994 1.0035 0.0041 0.4% 1.0005
Low 0.9953 0.9883 -0.0070 -0.7% 0.9867
Close 0.9987 0.9896 -0.0091 -0.9% 0.9956
Range 0.0041 0.0152 0.0111 270.7% 0.0138
ATR 0.0076 0.0082 0.0005 7.1% 0.0000
Volume 1,048 1,368 320 30.5% 2,033
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0394 1.0297 0.9980
R3 1.0242 1.0145 0.9938
R2 1.0090 1.0090 0.9924
R1 0.9993 0.9993 0.9910 0.9966
PP 0.9938 0.9938 0.9938 0.9924
S1 0.9841 0.9841 0.9882 0.9814
S2 0.9786 0.9786 0.9868
S3 0.9634 0.9689 0.9854
S4 0.9482 0.9537 0.9812
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 1.0035 0.9881 0.0154 1.6% 0.0090 0.9% 10% True False 1,167
10 1.0035 0.9867 0.0168 1.7% 0.0084 0.8% 17% True False 704
20 1.0253 0.9867 0.0386 3.9% 0.0078 0.8% 8% False False 386
40 1.0544 0.9867 0.0677 6.8% 0.0072 0.7% 4% False False 200
60 1.0544 0.9867 0.0677 6.8% 0.0066 0.7% 4% False False 137
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 0.0017
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0681
2.618 1.0433
1.618 1.0281
1.000 1.0187
0.618 1.0129
HIGH 1.0035
0.618 0.9977
0.500 0.9959
0.382 0.9941
LOW 0.9883
0.618 0.9789
1.000 0.9731
1.618 0.9637
2.618 0.9485
4.250 0.9237
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 0.9959 0.9959
PP 0.9938 0.9938
S1 0.9917 0.9917

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

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