CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 0.9930 0.9934 0.0004 0.0% 0.9901
High 0.9958 0.9974 0.0016 0.2% 1.0035
Low 0.9913 0.9836 -0.0077 -0.8% 0.9850
Close 0.9930 0.9872 -0.0058 -0.6% 0.9883
Range 0.0045 0.0138 0.0093 206.7% 0.0185
ATR 0.0077 0.0081 0.0004 5.7% 0.0000
Volume 7,057 27,246 20,189 286.1% 6,320
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0308 1.0228 0.9948
R3 1.0170 1.0090 0.9910
R2 1.0032 1.0032 0.9897
R1 0.9952 0.9952 0.9885 0.9923
PP 0.9894 0.9894 0.9894 0.9880
S1 0.9814 0.9814 0.9859 0.9785
S2 0.9756 0.9756 0.9847
S3 0.9618 0.9676 0.9834
S4 0.9480 0.9538 0.9796
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 0.9836 0.0199 2.0% 0.0092 0.9% 18% False True 8,304
10 1.0035 0.9836 0.0199 2.0% 0.0083 0.8% 18% False True 4,655
20 1.0085 0.9836 0.0249 2.5% 0.0077 0.8% 14% False True 2,381
40 1.0544 0.9836 0.0708 7.2% 0.0076 0.8% 5% False True 1,204
60 1.0544 0.9836 0.0708 7.2% 0.0069 0.7% 5% False True 806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0561
2.618 1.0335
1.618 1.0197
1.000 1.0112
0.618 1.0059
HIGH 0.9974
0.618 0.9921
0.500 0.9905
0.382 0.9889
LOW 0.9836
0.618 0.9751
1.000 0.9698
1.618 0.9613
2.618 0.9475
4.250 0.9250
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 0.9905 0.9905
PP 0.9894 0.9894
S1 0.9883 0.9883

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

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