CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 02-Dec-2016

Day Change Summary
	Previous	Current
	01-Dec-2016	02-Dec-2016	Change	Change %	Previous Week
Open	0.9839	0.9901	0.0062	0.6%	0.9878
High	0.9909	0.9973	0.0064	0.6%	0.9973
Low	0.9836	0.9886	0.0050	0.5%	0.9809
Close	0.9889	0.9899	0.0010	0.1%	0.9899
Range	0.0073	0.0087	0.0014	19.2%	0.0164
ATR	0.0083	0.0083	0.0000	0.4%	0.0000
Volume	27,851	26,837	-1,014	-3.6%	135,261

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0180	1.0127	0.9947
R3	1.0093	1.0040	0.9923
R2	1.0006	1.0006	0.9915
R1	0.9953	0.9953	0.9907	0.9936
PP	0.9919	0.9919	0.9919	0.9911
S1	0.9866	0.9866	0.9891	0.9849
S2	0.9832	0.9832	0.9883
S3	0.9745	0.9779	0.9875
S4	0.9658	0.9692	0.9851

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0386	1.0306	0.9989
R3	1.0222	1.0142	0.9944
R2	1.0058	1.0058	0.9929
R1	0.9978	0.9978	0.9914	1.0018
PP	0.9894	0.9894	0.9894	0.9914
S1	0.9814	0.9814	0.9884	0.9854
S2	0.9730	0.9730	0.9869
S3	0.9566	0.9650	0.9854
S4	0.9402	0.9486	0.9809

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9973	0.9809	0.0164	1.7%	0.0081	0.8%	55%	True	False	27,052
10	0.9973	0.9809	0.0164	1.7%	0.0074	0.8%	55%	True	False	25,452
20	1.0493	0.9809	0.0684	6.9%	0.0090	0.9%	13%	False	False	28,162
40	1.0493	0.9809	0.0684	6.9%	0.0077	0.8%	13%	False	False	25,278
60	1.0493	0.9809	0.0684	6.9%	0.0082	0.8%	13%	False	False	23,602
80	1.0556	0.9809	0.0747	7.5%	0.0080	0.8%	12%	False	False	17,790
100	1.0556	0.9809	0.0747	7.5%	0.0075	0.8%	12%	False	False	14,234
120	1.0578	0.9809	0.0769	7.8%	0.0069	0.7%	12%	False	False	11,863

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0343
2.618	1.0201
1.618	1.0114
1.000	1.0060
0.618	1.0027
HIGH	0.9973
0.618	0.9940
0.500	0.9930
0.382	0.9919
LOW	0.9886
0.618	0.9832
1.000	0.9799
1.618	0.9745
2.618	0.9658
4.250	0.9516

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	0.9930	0.9896
PP	0.9919	0.9894
S1	0.9909	0.9891

Download as Excel Spreadsheet

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

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