CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 22-Nov-2016

Day Change Summary
	Previous	Current
	21-Nov-2016	22-Nov-2016	Change	Change %	Previous Week
Open	0.9904	0.9928	0.0024	0.2%	1.0132
High	0.9939	0.9944	0.0005	0.1%	1.0135
Low	0.9898	0.9879	-0.0019	-0.2%	0.9893
Close	0.9912	0.9898	-0.0014	-0.1%	0.9918
Range	0.0041	0.0065	0.0024	58.5%	0.0242
ATR	0.0085	0.0083	-0.0001	-1.7%	0.0000
Volume	19,593	20,432	839	4.3%	145,111

Daily Pivots for day following 22-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0102	1.0065	0.9934
R3	1.0037	1.0000	0.9916
R2	0.9972	0.9972	0.9910
R1	0.9935	0.9935	0.9904	0.9921
PP	0.9907	0.9907	0.9907	0.9900
S1	0.9870	0.9870	0.9892	0.9856
S2	0.9842	0.9842	0.9886
S3	0.9777	0.9805	0.9880
S4	0.9712	0.9740	0.9862

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	1.0032	0.9879	0.0153	1.5%	0.0064	0.6%	12%	False	True	23,415
10	1.0493	0.9879	0.0614	6.2%	0.0102	1.0%	3%	False	True	31,002
20	1.0493	0.9879	0.0614	6.2%	0.0088	0.9%	3%	False	True	27,679
40	1.0493	0.9879	0.0614	6.2%	0.0084	0.8%	3%	False	True	25,123
60	1.0493	0.9879	0.0614	6.2%	0.0081	0.8%	3%	False	True	20,564
80	1.0556	0.9879	0.0677	6.8%	0.0076	0.8%	3%	False	True	15,430
100	1.0556	0.9879	0.0677	6.8%	0.0072	0.7%	3%	False	True	12,346
120	1.0578	0.9879	0.0699	7.1%	0.0065	0.7%	3%	False	True	10,290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0220
2.618	1.0114
1.618	1.0049
1.000	1.0009
0.618	0.9984
HIGH	0.9944
0.618	0.9919
0.500	0.9912
0.382	0.9904
LOW	0.9879
0.618	0.9839
1.000	0.9814
1.618	0.9774
2.618	0.9709
4.250	0.9603

Fisher Pivots for day following 22-Nov-2016
Pivot	1 day	3 day
R1	0.9912	0.9917
PP	0.9907	0.9910
S1	0.9903	0.9904

Download as Excel Spreadsheet

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

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