CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 09-Dec-2016

Day Change Summary
	Previous	Current
	08-Dec-2016	09-Dec-2016	Change	Change %	Previous Week
Open	0.9939	0.9843	-0.0096	-1.0%	0.9846
High	0.9985	0.9852	-0.0133	-1.3%	0.9985
Low	0.9828	0.9794	-0.0034	-0.3%	0.9794
Close	0.9843	0.9829	-0.0014	-0.1%	0.9829
Range	0.0157	0.0058	-0.0099	-63.1%	0.0191
ATR	0.0088	0.0086	-0.0002	-2.4%	0.0000
Volume	42,350	23,018	-19,332	-45.6%	140,454

Daily Pivots for day following 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9999	0.9972	0.9861
R3	0.9941	0.9914	0.9845
R2	0.9883	0.9883	0.9840
R1	0.9856	0.9856	0.9834	0.9841
PP	0.9825	0.9825	0.9825	0.9817
S1	0.9798	0.9798	0.9824	0.9783
S2	0.9767	0.9767	0.9818
S3	0.9709	0.9740	0.9813
S4	0.9651	0.9682	0.9797

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0442	1.0327	0.9934
R3	1.0251	1.0136	0.9882
R2	1.0060	1.0060	0.9864
R1	0.9945	0.9945	0.9847	0.9907
PP	0.9869	0.9869	0.9869	0.9851
S1	0.9754	0.9754	0.9811	0.9716
S2	0.9678	0.9678	0.9794
S3	0.9487	0.9563	0.9776
S4	0.9296	0.9372	0.9724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9985	0.9794	0.0191	1.9%	0.0093	1.0%	18%	False	True	28,090
10	0.9985	0.9794	0.0191	1.9%	0.0087	0.9%	18%	False	True	27,571
20	1.0188	0.9794	0.0394	4.0%	0.0083	0.8%	9%	False	True	27,259
40	1.0493	0.9794	0.0699	7.1%	0.0080	0.8%	5%	False	True	25,989
60	1.0493	0.9794	0.0699	7.1%	0.0083	0.8%	5%	False	True	25,131
80	1.0556	0.9794	0.0762	7.8%	0.0081	0.8%	5%	False	True	19,544
100	1.0556	0.9794	0.0762	7.8%	0.0077	0.8%	5%	False	True	15,638
120	1.0578	0.9794	0.0784	8.0%	0.0072	0.7%	4%	False	True	13,033

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0098
2.618	1.0004
1.618	0.9946
1.000	0.9910
0.618	0.9888
HIGH	0.9852
0.618	0.9830
0.500	0.9823
0.382	0.9816
LOW	0.9794
0.618	0.9758
1.000	0.9736
1.618	0.9700
2.618	0.9642
4.250	0.9548

Fisher Pivots for day following 09-Dec-2016
Pivot	1 day	3 day
R1	0.9827	0.9890
PP	0.9825	0.9869
S1	0.9823	0.9849

Download as Excel Spreadsheet

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

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