CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 25-Nov-2016

Day Change Summary
	Previous	Current
	23-Nov-2016	25-Nov-2016	Change	Change %	Previous Week
Open	0.9898	0.9841	-0.0057	-0.6%	0.9904
High	0.9921	0.9906	-0.0015	-0.2%	0.9944
Low	0.9833	0.9822	-0.0011	-0.1%	0.9822
Close	0.9843	0.9876	0.0033	0.3%	0.9876
Range	0.0088	0.0084	-0.0004	-4.5%	0.0122
ATR	0.0084	0.0084	0.0000	0.0%	0.0000
Volume	25,933	27,609	1,676	6.5%	93,567

Daily Pivots for day following 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0120	1.0082	0.9922
R3	1.0036	0.9998	0.9899
R2	0.9952	0.9952	0.9891
R1	0.9914	0.9914	0.9884	0.9933
PP	0.9868	0.9868	0.9868	0.9878
S1	0.9830	0.9830	0.9868	0.9849
S2	0.9784	0.9784	0.9861
S3	0.9700	0.9746	0.9853
S4	0.9616	0.9662	0.9830

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0247	1.0183	0.9943
R3	1.0125	1.0061	0.9910
R2	1.0003	1.0003	0.9898
R1	0.9939	0.9939	0.9887	0.9910
PP	0.9881	0.9881	0.9881	0.9866
S1	0.9817	0.9817	0.9865	0.9788
S2	0.9759	0.9759	0.9854
S3	0.9637	0.9695	0.9842
S4	0.9515	0.9573	0.9809

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9954	0.9822	0.0132	1.3%	0.0068	0.7%	41%	False	True	23,852
10	1.0188	0.9822	0.0366	3.7%	0.0078	0.8%	15%	False	True	26,947
20	1.0493	0.9822	0.0671	6.8%	0.0092	0.9%	8%	False	True	28,637
40	1.0493	0.9822	0.0671	6.8%	0.0084	0.9%	8%	False	True	25,468
60	1.0493	0.9822	0.0671	6.8%	0.0082	0.8%	8%	False	True	21,445
80	1.0556	0.9822	0.0734	7.4%	0.0078	0.8%	7%	False	True	16,100
100	1.0556	0.9822	0.0734	7.4%	0.0073	0.7%	7%	False	True	12,881
120	1.0578	0.9822	0.0756	7.7%	0.0067	0.7%	7%	False	True	10,736

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0263
2.618	1.0126
1.618	1.0042
1.000	0.9990
0.618	0.9958
HIGH	0.9906
0.618	0.9874
0.500	0.9864
0.382	0.9854
LOW	0.9822
0.618	0.9770
1.000	0.9738
1.618	0.9686
2.618	0.9602
4.250	0.9465

Fisher Pivots for day following 25-Nov-2016
Pivot	1 day	3 day
R1	0.9872	0.9883
PP	0.9868	0.9881
S1	0.9864	0.9878

Download as Excel Spreadsheet

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

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