CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 1.0229 1.0191 -0.0038 -0.4% 1.0264
High 1.0229 1.0230 0.0001 0.0% 1.0322
Low 1.0179 1.0185 0.0006 0.1% 1.0179
Close 1.0229 1.0191 -0.0038 -0.4% 1.0191
Range 0.0050 0.0045 -0.0005 -10.0% 0.0143
ATR 0.0063 0.0062 -0.0001 -2.1% 0.0000
Volume
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0337 1.0309 1.0216
R3 1.0292 1.0264 1.0203
R2 1.0247 1.0247 1.0199
R1 1.0219 1.0219 1.0195 1.0214
PP 1.0202 1.0202 1.0202 1.0199
S1 1.0174 1.0174 1.0187 1.0169
S2 1.0157 1.0157 1.0183
S3 1.0112 1.0129 1.0179
S4 1.0067 1.0084 1.0166
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0660 1.0568 1.0270
R3 1.0517 1.0425 1.0230
R2 1.0374 1.0374 1.0217
R1 1.0282 1.0282 1.0204 1.0257
PP 1.0231 1.0231 1.0231 1.0218
S1 1.0139 1.0139 1.0178 1.0114
S2 1.0088 1.0088 1.0165
S3 0.9945 0.9996 1.0152
S4 0.9802 0.9853 1.0112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0322 1.0179 0.0143 1.4% 0.0054 0.5% 8% False False 2
10 1.0393 1.0179 0.0214 2.1% 0.0049 0.5% 6% False False 3
20 1.0472 1.0179 0.0293 2.9% 0.0055 0.5% 4% False False 12
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0421
2.618 1.0348
1.618 1.0303
1.000 1.0275
0.618 1.0258
HIGH 1.0230
0.618 1.0213
0.500 1.0208
0.382 1.0202
LOW 1.0185
0.618 1.0157
1.000 1.0140
1.618 1.0112
2.618 1.0067
4.250 0.9994
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 1.0208 1.0205
PP 1.0202 1.0200
S1 1.0197 1.0196

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

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