CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 1.0177 1.0188 0.0011 0.1% 1.0264
High 1.0218 1.0208 -0.0010 -0.1% 1.0322
Low 1.0173 1.0181 0.0008 0.1% 1.0179
Close 1.0188 1.0190 0.0002 0.0% 1.0191
Range 0.0045 0.0027 -0.0018 -40.0% 0.0143
ATR 0.0058 0.0056 -0.0002 -3.8% 0.0000
Volume 1 1 0 0.0% 12
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0274 1.0259 1.0205
R3 1.0247 1.0232 1.0197
R2 1.0220 1.0220 1.0195
R1 1.0205 1.0205 1.0192 1.0213
PP 1.0193 1.0193 1.0193 1.0197
S1 1.0178 1.0178 1.0188 1.0186
S2 1.0166 1.0166 1.0185
S3 1.0139 1.0151 1.0183
S4 1.0112 1.0124 1.0175
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 1.0230 1.0173 0.0057 0.6% 0.0039 0.4% 30% False False
10 1.0362 1.0173 0.0189 1.9% 0.0053 0.5% 9% False False 2
20 1.0472 1.0173 0.0299 2.9% 0.0053 0.5% 6% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0323
2.618 1.0279
1.618 1.0252
1.000 1.0235
0.618 1.0225
HIGH 1.0208
0.618 1.0198
0.500 1.0195
0.382 1.0191
LOW 1.0181
0.618 1.0164
1.000 1.0154
1.618 1.0137
2.618 1.0110
4.250 1.0066
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 1.0195 1.0196
PP 1.0193 1.0194
S1 1.0192 1.0192

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

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