CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 08-Dec-2016
Day Change Summary
Previous Current
07-Dec-2016 08-Dec-2016 Change Change % Previous Week
Open 0.9910 0.9939 0.0029 0.3% 0.9878
High 0.9940 0.9985 0.0045 0.5% 0.9973
Low 0.9896 0.9828 -0.0068 -0.7% 0.9809
Close 0.9932 0.9843 -0.0089 -0.9% 0.9899
Range 0.0044 0.0157 0.0113 256.8% 0.0164
ATR 0.0083 0.0088 0.0005 6.4% 0.0000
Volume 14,702 42,350 27,648 188.1% 135,261
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0356 1.0257 0.9929
R3 1.0199 1.0100 0.9886
R2 1.0042 1.0042 0.9872
R1 0.9943 0.9943 0.9857 0.9914
PP 0.9885 0.9885 0.9885 0.9871
S1 0.9786 0.9786 0.9829 0.9757
S2 0.9728 0.9728 0.9814
S3 0.9571 0.9629 0.9800
S4 0.9414 0.9472 0.9757
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 0.9985 0.9813 0.0172 1.7% 0.0099 1.0% 17% True False 28,854
10 0.9985 0.9809 0.0176 1.8% 0.0090 0.9% 19% True False 28,030
20 1.0201 0.9809 0.0392 4.0% 0.0084 0.9% 9% False False 27,983
40 1.0493 0.9809 0.0684 6.9% 0.0080 0.8% 5% False False 25,926
60 1.0493 0.9809 0.0684 6.9% 0.0083 0.8% 5% False False 25,026
80 1.0556 0.9809 0.0747 7.6% 0.0081 0.8% 5% False False 19,257
100 1.0556 0.9809 0.0747 7.6% 0.0077 0.8% 5% False False 15,408
120 1.0578 0.9809 0.0769 7.8% 0.0072 0.7% 4% False False 12,841
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 0.0021
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0652
2.618 1.0396
1.618 1.0239
1.000 1.0142
0.618 1.0082
HIGH 0.9985
0.618 0.9925
0.500 0.9907
0.382 0.9888
LOW 0.9828
0.618 0.9731
1.000 0.9671
1.618 0.9574
2.618 0.9417
4.250 0.9161
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 0.9907 0.9907
PP 0.9885 0.9885
S1 0.9864 0.9864

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

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