CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 1.0409 1.0400 -0.0009 -0.1% 1.0311
High 1.0448 1.0419 -0.0029 -0.3% 1.0454
Low 1.0385 1.0375 -0.0010 -0.1% 1.0293
Close 1.0409 1.0400 -0.0009 -0.1% 1.0414
Range 0.0063 0.0044 -0.0019 -30.2% 0.0161
ATR 0.0056 0.0055 -0.0001 -1.5% 0.0000
Volume
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0530 1.0509 1.0424
R3 1.0486 1.0465 1.0412
R2 1.0442 1.0442 1.0408
R1 1.0421 1.0421 1.0404 1.0422
PP 1.0398 1.0398 1.0398 1.0399
S1 1.0377 1.0377 1.0396 1.0378
S2 1.0354 1.0354 1.0392
S3 1.0310 1.0333 1.0388
S4 1.0266 1.0289 1.0376
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0870 1.0803 1.0503
R3 1.0709 1.0642 1.0458
R2 1.0548 1.0548 1.0444
R1 1.0481 1.0481 1.0429 1.0515
PP 1.0387 1.0387 1.0387 1.0404
S1 1.0320 1.0320 1.0399 1.0354
S2 1.0226 1.0226 1.0384
S3 1.0065 1.0159 1.0370
S4 0.9904 0.9998 1.0325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0454 1.0367 0.0087 0.8% 0.0051 0.5% 38% False False 1
10 1.0454 1.0293 0.0161 1.5% 0.0044 0.4% 66% False False 1
20 1.0454 1.0253 0.0201 1.9% 0.0043 0.4% 73% False False 1
Crabel Price Patterns
NR True
NR4 True
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0606
2.618 1.0534
1.618 1.0490
1.000 1.0463
0.618 1.0446
HIGH 1.0419
0.618 1.0402
0.500 1.0397
0.382 1.0392
LOW 1.0375
0.618 1.0348
1.000 1.0331
1.618 1.0304
2.618 1.0260
4.250 1.0188
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 1.0399 1.0413
PP 1.0398 1.0409
S1 1.0397 1.0404

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

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