CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 09-Dec-2016
Day Change Summary
Previous Current
08-Dec-2016 09-Dec-2016 Change Change % Previous Week
Open 0.9990 0.9896 -0.0094 -0.9% 0.9901
High 1.0035 0.9905 -0.0130 -1.3% 1.0035
Low 0.9883 0.9850 -0.0033 -0.3% 0.9850
Close 0.9896 0.9883 -0.0013 -0.1% 0.9883
Range 0.0152 0.0055 -0.0097 -63.8% 0.0185
ATR 0.0082 0.0080 -0.0002 -2.3% 0.0000
Volume 1,368 1,361 -7 -0.5% 6,320
Daily Pivots for day following 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0044 1.0019 0.9913
R3 0.9989 0.9964 0.9898
R2 0.9934 0.9934 0.9893
R1 0.9909 0.9909 0.9888 0.9894
PP 0.9879 0.9879 0.9879 0.9872
S1 0.9854 0.9854 0.9878 0.9839
S2 0.9824 0.9824 0.9873
S3 0.9769 0.9799 0.9868
S4 0.9714 0.9744 0.9853
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0478 1.0365 0.9985
R3 1.0293 1.0180 0.9934
R2 1.0108 1.0108 0.9917
R1 0.9995 0.9995 0.9900 0.9959
PP 0.9923 0.9923 0.9923 0.9905
S1 0.9810 0.9810 0.9866 0.9774
S2 0.9738 0.9738 0.9849
S3 0.9553 0.9625 0.9832
S4 0.9368 0.9440 0.9781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0035 0.9850 0.0185 1.9% 0.0088 0.9% 18% False True 1,264
10 1.0035 0.9850 0.0185 1.9% 0.0081 0.8% 18% False True 835
20 1.0240 0.9850 0.0390 3.9% 0.0077 0.8% 8% False True 453
40 1.0544 0.9850 0.0694 7.0% 0.0072 0.7% 5% False True 234
60 1.0544 0.9850 0.0694 7.0% 0.0066 0.7% 5% False True 160
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 False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0139
2.618 1.0049
1.618 0.9994
1.000 0.9960
0.618 0.9939
HIGH 0.9905
0.618 0.9884
0.500 0.9878
0.382 0.9871
LOW 0.9850
0.618 0.9816
1.000 0.9795
1.618 0.9761
2.618 0.9706
4.250 0.9616
Fisher Pivots for day following 09-Dec-2016
Pivot 1 day 3 day
R1 0.9881 0.9943
PP 0.9879 0.9923
S1 0.9878 0.9903

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

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