CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	0.9875	0.9890	0.0015	0.2%	0.9904
High	0.9900	0.9903	0.0003	0.0%	0.9944
Low	0.9836	0.9809	-0.0027	-0.3%	0.9822
Close	0.9898	0.9844	-0.0054	-0.5%	0.9876
Range	0.0064	0.0094	0.0030	46.9%	0.0122
ATR	0.0083	0.0083	0.0001	1.0%	0.0000
Volume	18,901	35,948	17,047	90.2%	93,567

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0134	1.0083	0.9896
R3	1.0040	0.9989	0.9870
R2	0.9946	0.9946	0.9861
R1	0.9895	0.9895	0.9853	0.9874
PP	0.9852	0.9852	0.9852	0.9841
S1	0.9801	0.9801	0.9835	0.9780
S2	0.9758	0.9758	0.9827
S3	0.9664	0.9707	0.9818
S4	0.9570	0.9613	0.9792

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	0.9931	0.9809	0.0122	1.2%	0.0083	0.8%	29%	False	True	26,823
10	1.0032	0.9809	0.0223	2.3%	0.0074	0.7%	16%	False	True	25,119
20	1.0493	0.9809	0.0684	6.9%	0.0088	0.9%	5%	False	True	28,304
40	1.0493	0.9809	0.0684	6.9%	0.0076	0.8%	5%	False	True	24,960
60	1.0493	0.9809	0.0684	6.9%	0.0081	0.8%	5%	False	True	22,747
80	1.0556	0.9809	0.0747	7.6%	0.0079	0.8%	5%	False	True	17,107
100	1.0556	0.9809	0.0747	7.6%	0.0074	0.8%	5%	False	True	13,687
120	1.0578	0.9809	0.0769	7.8%	0.0068	0.7%	5%	False	True	11,408

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0303
2.618	1.0149
1.618	1.0055
1.000	0.9997
0.618	0.9961
HIGH	0.9903
0.618	0.9867
0.500	0.9856
0.382	0.9845
LOW	0.9809
0.618	0.9751
1.000	0.9715
1.618	0.9657
2.618	0.9563
4.250	0.9409

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	0.9856	0.9870
PP	0.9852	0.9861
S1	0.9848	0.9853

Download as Excel Spreadsheet

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

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