CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 01-Dec-2016

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	0.9890	0.9839	-0.0051	-0.5%	0.9904
High	0.9903	0.9909	0.0006	0.1%	0.9944
Low	0.9809	0.9836	0.0027	0.3%	0.9822
Close	0.9844	0.9889	0.0045	0.5%	0.9876
Range	0.0094	0.0073	-0.0021	-22.3%	0.0122
ATR	0.0083	0.0083	-0.0001	-0.9%	0.0000
Volume	35,948	27,851	-8,097	-22.5%	93,567

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0097	1.0066	0.9929
R3	1.0024	0.9993	0.9909
R2	0.9951	0.9951	0.9902
R1	0.9920	0.9920	0.9896	0.9936
PP	0.9878	0.9878	0.9878	0.9886
S1	0.9847	0.9847	0.9882	0.9863
S2	0.9805	0.9805	0.9876
S3	0.9732	0.9774	0.9869
S4	0.9659	0.9701	0.9849

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%	0.0080	0.8%	66%	False	False	27,206
10	1.0020	0.9809	0.0211	2.1%	0.0074	0.7%	38%	False	False	25,504
20	1.0493	0.9809	0.0684	6.9%	0.0089	0.9%	12%	False	False	27,964
40	1.0493	0.9809	0.0684	6.9%	0.0077	0.8%	12%	False	False	25,103
60	1.0493	0.9809	0.0684	6.9%	0.0082	0.8%	12%	False	False	23,176
80	1.0556	0.9809	0.0747	7.6%	0.0079	0.8%	11%	False	False	17,455
100	1.0556	0.9809	0.0747	7.6%	0.0075	0.8%	11%	False	False	13,965
120	1.0578	0.9809	0.0769	7.8%	0.0069	0.7%	10%	False	False	11,640

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0219
2.618	1.0100
1.618	1.0027
1.000	0.9982
0.618	0.9954
HIGH	0.9909
0.618	0.9881
0.500	0.9873
0.382	0.9864
LOW	0.9836
0.618	0.9791
1.000	0.9763
1.618	0.9718
2.618	0.9645
4.250	0.9526

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	0.9884	0.9879
PP	0.9878	0.9869
S1	0.9873	0.9859

Download as Excel Spreadsheet

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

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