CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	0.9943	0.9904	-0.0039	-0.4%	1.0132
High	0.9954	0.9939	-0.0015	-0.2%	1.0135
Low	0.9893	0.9898	0.0005	0.1%	0.9893
Close	0.9918	0.9912	-0.0006	-0.1%	0.9918
Range	0.0061	0.0041	-0.0020	-32.8%	0.0242
ATR	0.0088	0.0085	-0.0003	-3.8%	0.0000
Volume	25,696	19,593	-6,103	-23.8%	145,111

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0039	1.0017	0.9935
R3	0.9998	0.9976	0.9923
R2	0.9957	0.9957	0.9920
R1	0.9935	0.9935	0.9916	0.9946
PP	0.9916	0.9916	0.9916	0.9922
S1	0.9894	0.9894	0.9908	0.9905
S2	0.9875	0.9875	0.9904
S3	0.9834	0.9853	0.9901
S4	0.9793	0.9812	0.9889

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	1.0087	0.9893	0.0194	2.0%	0.0072	0.7%	10%	False	False	25,366
10	1.0493	0.9893	0.0600	6.1%	0.0101	1.0%	3%	False	False	30,607
20	1.0493	0.9893	0.0600	6.1%	0.0088	0.9%	3%	False	False	27,955
40	1.0493	0.9893	0.0600	6.1%	0.0084	0.8%	3%	False	False	25,047
60	1.0493	0.9893	0.0600	6.1%	0.0081	0.8%	3%	False	False	20,224
80	1.0556	0.9893	0.0663	6.7%	0.0076	0.8%	3%	False	False	15,175
100	1.0556	0.9893	0.0663	6.7%	0.0071	0.7%	3%	False	False	12,142
120	1.0578	0.9893	0.0685	6.9%	0.0066	0.7%	3%	False	False	10,120

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0113
2.618	1.0046
1.618	1.0005
1.000	0.9980
0.618	0.9964
HIGH	0.9939
0.618	0.9923
0.500	0.9919
0.382	0.9914
LOW	0.9898
0.618	0.9873
1.000	0.9857
1.618	0.9832
2.618	0.9791
4.250	0.9724

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	0.9919	0.9957
PP	0.9916	0.9942
S1	0.9914	0.9927

Download as Excel Spreadsheet

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

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