CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 23-Nov-2016

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	0.9928	0.9898	-0.0030	-0.3%	1.0132
High	0.9944	0.9921	-0.0023	-0.2%	1.0135
Low	0.9879	0.9833	-0.0046	-0.5%	0.9893
Close	0.9898	0.9843	-0.0055	-0.6%	0.9918
Range	0.0065	0.0088	0.0023	35.4%	0.0242
ATR	0.0083	0.0084	0.0000	0.4%	0.0000
Volume	20,432	25,933	5,501	26.9%	145,111

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0130	1.0074	0.9891
R3	1.0042	0.9986	0.9867
R2	0.9954	0.9954	0.9859
R1	0.9898	0.9898	0.9851	0.9882
PP	0.9866	0.9866	0.9866	0.9858
S1	0.9810	0.9810	0.9835	0.9794
S2	0.9778	0.9778	0.9827
S3	0.9690	0.9722	0.9819
S4	0.9602	0.9634	0.9795

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0708	1.0555	1.0051
R3	1.0466	1.0313	0.9985
R2	1.0224	1.0224	0.9962
R1	1.0071	1.0071	0.9940	1.0027
PP	0.9982	0.9982	0.9982	0.9960
S1	0.9829	0.9829	0.9896	0.9785
S2	0.9740	0.9740	0.9874
S3	0.9498	0.9587	0.9851
S4	0.9256	0.9345	0.9785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0020	0.9833	0.0187	1.9%	0.0067	0.7%	5%	False	True	23,802
10	1.0201	0.9833	0.0368	3.7%	0.0078	0.8%	3%	False	True	27,937
20	1.0493	0.9833	0.0660	6.7%	0.0089	0.9%	2%	False	True	28,050
40	1.0493	0.9833	0.0660	6.7%	0.0085	0.9%	2%	False	True	25,407
60	1.0493	0.9833	0.0660	6.7%	0.0082	0.8%	2%	False	True	20,996
80	1.0556	0.9833	0.0723	7.3%	0.0077	0.8%	1%	False	True	15,754
100	1.0556	0.9833	0.0723	7.3%	0.0072	0.7%	1%	False	True	12,606
120	1.0578	0.9833	0.0745	7.6%	0.0066	0.7%	1%	False	True	10,506

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0295
2.618	1.0151
1.618	1.0063
1.000	1.0009
0.618	0.9975
HIGH	0.9921
0.618	0.9887
0.500	0.9877
0.382	0.9867
LOW	0.9833
0.618	0.9779
1.000	0.9745
1.618	0.9691
2.618	0.9603
4.250	0.9459

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	0.9877	0.9889
PP	0.9866	0.9873
S1	0.9854	0.9858

Download as Excel Spreadsheet

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

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