CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 16-Dec-2016

Day Change Summary
	Previous	Current
	15-Dec-2016	16-Dec-2016	Change	Change %	Previous Week
Open	0.9801	0.9710	-0.0091	-0.9%	0.9832
High	0.9805	0.9764	-0.0041	-0.4%	0.9920
Low	0.9669	0.9699	0.0030	0.3%	0.9669
Close	0.9710	0.9731	0.0021	0.2%	0.9731
Range	0.0136	0.0065	-0.0071	-52.2%	0.0251
ATR	0.0090	0.0088	-0.0002	-2.0%	0.0000
Volume	50,460	17,934	-32,526	-64.5%	162,718

Daily Pivots for day following 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9926	0.9894	0.9767
R3	0.9861	0.9829	0.9749
R2	0.9796	0.9796	0.9743
R1	0.9764	0.9764	0.9737	0.9780
PP	0.9731	0.9731	0.9731	0.9740
S1	0.9699	0.9699	0.9725	0.9715
S2	0.9666	0.9666	0.9719
S3	0.9601	0.9634	0.9713
S4	0.9536	0.9569	0.9695

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0526	1.0380	0.9869
R3	1.0275	1.0129	0.9800
R2	1.0024	1.0024	0.9777
R1	0.9878	0.9878	0.9754	0.9826
PP	0.9773	0.9773	0.9773	0.9747
S1	0.9627	0.9627	0.9708	0.9575
S2	0.9522	0.9522	0.9685
S3	0.9271	0.9376	0.9662
S4	0.9020	0.9125	0.9593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9920	0.9669	0.0251	2.6%	0.0090	0.9%	25%	False	False	32,543
10	0.9985	0.9669	0.0316	3.2%	0.0092	0.9%	20%	False	False	30,317
20	0.9985	0.9669	0.0316	3.2%	0.0083	0.9%	20%	False	False	27,884
40	1.0493	0.9669	0.0824	8.5%	0.0085	0.9%	8%	False	False	27,604
60	1.0493	0.9669	0.0824	8.5%	0.0084	0.9%	8%	False	False	25,789
80	1.0493	0.9669	0.0824	8.5%	0.0083	0.9%	8%	False	False	21,575
100	1.0556	0.9669	0.0887	9.1%	0.0079	0.8%	7%	False	False	17,265
120	1.0556	0.9669	0.0887	9.1%	0.0073	0.7%	7%	False	False	14,388

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0040
2.618	0.9934
1.618	0.9869
1.000	0.9829
0.618	0.9804
HIGH	0.9764
0.618	0.9739
0.500	0.9732
0.382	0.9724
LOW	0.9699
0.618	0.9659
1.000	0.9634
1.618	0.9594
2.618	0.9529
4.250	0.9423

Fisher Pivots for day following 16-Dec-2016
Pivot	1 day	3 day
R1	0.9732	0.9795
PP	0.9731	0.9773
S1	0.9731	0.9752

Download as Excel Spreadsheet

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

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