CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 14-Dec-2016

Day Change Summary
	Previous	Current
	13-Dec-2016	14-Dec-2016	Change	Change %	Previous Week
Open	0.9879	0.9883	0.0004	0.0%	0.9846
High	0.9903	0.9920	0.0017	0.2%	0.9985
Low	0.9860	0.9784	-0.0076	-0.8%	0.9794
Close	0.9876	0.9818	-0.0058	-0.6%	0.9829
Range	0.0043	0.0136	0.0093	216.3%	0.0191
ATR	0.0082	0.0086	0.0004	4.7%	0.0000
Volume	21,886	50,023	28,137	128.6%	140,454

Daily Pivots for day following 14-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0249	1.0169	0.9893
R3	1.0113	1.0033	0.9855
R2	0.9977	0.9977	0.9843
R1	0.9897	0.9897	0.9830	0.9869
PP	0.9841	0.9841	0.9841	0.9827
S1	0.9761	0.9761	0.9806	0.9733
S2	0.9705	0.9705	0.9793
S3	0.9569	0.9625	0.9781
S4	0.9433	0.9489	0.9743

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	0.9784	0.0201	2.0%	0.0093	0.9%	17%	False	True	31,938
10	0.9985	0.9784	0.0201	2.0%	0.0088	0.9%	17%	False	True	28,946
20	1.0032	0.9784	0.0248	2.5%	0.0081	0.8%	14%	False	True	27,032
40	1.0493	0.9784	0.0709	7.2%	0.0083	0.8%	5%	False	True	27,030
60	1.0493	0.9784	0.0709	7.2%	0.0084	0.9%	5%	False	True	25,699
80	1.0493	0.9784	0.0709	7.2%	0.0082	0.8%	5%	False	True	20,720
100	1.0556	0.9784	0.0772	7.9%	0.0078	0.8%	4%	False	True	16,581
120	1.0556	0.9784	0.0772	7.9%	0.0072	0.7%	4%	False	True	13,819

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0498
2.618	1.0276
1.618	1.0140
1.000	1.0056
0.618	1.0004
HIGH	0.9920
0.618	0.9868
0.500	0.9852
0.382	0.9836
LOW	0.9784
0.618	0.9700
1.000	0.9648
1.618	0.9564
2.618	0.9428
4.250	0.9206

Fisher Pivots for day following 14-Dec-2016
Pivot	1 day	3 day
R1	0.9852	0.9852
PP	0.9841	0.9841
S1	0.9829	0.9829

Download as Excel Spreadsheet

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

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