CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 0.9836 0.9765 -0.0071 -0.7% 0.9865
High 0.9836 0.9802 -0.0034 -0.3% 0.9909
Low 0.9751 0.9750 -0.0001 0.0% 0.9751
Close 0.9774 0.9789 0.0015 0.2% 0.9774
Range 0.0085 0.0052 -0.0033 -38.8% 0.0158
ATR 0.0076 0.0074 -0.0002 -2.3% 0.0000
Volume 133 1,605 1,472 1,106.8% 937
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.9936 0.9915 0.9818
R3 0.9884 0.9863 0.9803
R2 0.9832 0.9832 0.9799
R1 0.9811 0.9811 0.9794 0.9822
PP 0.9780 0.9780 0.9780 0.9786
S1 0.9759 0.9759 0.9784 0.9770
S2 0.9728 0.9728 0.9779
S3 0.9676 0.9707 0.9775
S4 0.9624 0.9655 0.9760
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0285 1.0188 0.9861
R3 1.0127 1.0030 0.9817
R2 0.9969 0.9969 0.9803
R1 0.9872 0.9872 0.9788 0.9842
PP 0.9811 0.9811 0.9811 0.9796
S1 0.9714 0.9714 0.9760 0.9684
S2 0.9653 0.9653 0.9745
S3 0.9495 0.9556 0.9731
S4 0.9337 0.9398 0.9687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9909 0.9750 0.0159 1.6% 0.0061 0.6% 25% False True 508
10 1.0010 0.9750 0.0260 2.7% 0.0066 0.7% 15% False True 345
20 1.0216 0.9750 0.0466 4.8% 0.0069 0.7% 8% False True 242
40 1.0607 0.9750 0.0857 8.8% 0.0079 0.8% 5% False True 134
60 1.0607 0.9750 0.0857 8.8% 0.0078 0.8% 5% False True 91
80 1.0820 0.9750 0.1070 10.9% 0.0064 0.7% 4% False True 68
100 1.0820 0.9750 0.1070 10.9% 0.0055 0.6% 4% False True 54
120 1.1036 0.9750 0.1286 13.1% 0.0046 0.5% 3% False True 45
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0023
2.618 0.9938
1.618 0.9886
1.000 0.9854
0.618 0.9834
HIGH 0.9802
0.618 0.9782
0.500 0.9776
0.382 0.9770
LOW 0.9750
0.618 0.9718
1.000 0.9698
1.618 0.9666
2.618 0.9614
4.250 0.9529
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 0.9785 0.9827
PP 0.9780 0.9814
S1 0.9776 0.9802

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

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