CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 0.9896 0.9880 -0.0016 -0.2% 0.9901
High 0.9905 0.9934 0.0029 0.3% 1.0035
Low 0.9850 0.9862 0.0012 0.1% 0.9850
Close 0.9883 0.9915 0.0032 0.3% 0.9883
Range 0.0055 0.0072 0.0017 30.9% 0.0185
ATR 0.0080 0.0079 -0.0001 -0.7% 0.0000
Volume 1,361 4,488 3,127 229.8% 6,320
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0120 1.0089 0.9955
R3 1.0048 1.0017 0.9935
R2 0.9976 0.9976 0.9928
R1 0.9945 0.9945 0.9922 0.9961
PP 0.9904 0.9904 0.9904 0.9911
S1 0.9873 0.9873 0.9908 0.9889
S2 0.9832 0.9832 0.9902
S3 0.9760 0.9801 0.9895
S4 0.9688 0.9729 0.9875
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% 0.0077 0.8% 35% False False 2,044
10 1.0035 0.9850 0.0185 1.9% 0.0080 0.8% 35% False False 1,273
20 1.0168 0.9850 0.0318 3.2% 0.0077 0.8% 20% False False 677
40 1.0544 0.9850 0.0694 7.0% 0.0073 0.7% 9% False False 346
60 1.0544 0.9850 0.0694 7.0% 0.0067 0.7% 9% False False 235
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0240
2.618 1.0122
1.618 1.0050
1.000 1.0006
0.618 0.9978
HIGH 0.9934
0.618 0.9906
0.500 0.9898
0.382 0.9890
LOW 0.9862
0.618 0.9818
1.000 0.9790
1.618 0.9746
2.618 0.9674
4.250 0.9556
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 0.9909 0.9943
PP 0.9904 0.9933
S1 0.9898 0.9924

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

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