CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 1.0379 1.0336 -0.0043 -0.4% 1.0204
High 1.0389 1.0405 0.0016 0.2% 1.0405
Low 1.0326 1.0327 0.0001 0.0% 1.0175
Close 1.0341 1.0385 0.0044 0.4% 1.0385
Range 0.0063 0.0078 0.0015 23.8% 0.0230
ATR 0.0063 0.0064 0.0001 1.7% 0.0000
Volume 13 23 10 76.9% 58
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0606 1.0574 1.0428
R3 1.0528 1.0496 1.0406
R2 1.0450 1.0450 1.0399
R1 1.0418 1.0418 1.0392 1.0434
PP 1.0372 1.0372 1.0372 1.0381
S1 1.0340 1.0340 1.0378 1.0356
S2 1.0294 1.0294 1.0371
S3 1.0216 1.0262 1.0364
S4 1.0138 1.0184 1.0342
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1012 1.0928 1.0512
R3 1.0782 1.0698 1.0448
R2 1.0552 1.0552 1.0427
R1 1.0468 1.0468 1.0406 1.0510
PP 1.0322 1.0322 1.0322 1.0343
S1 1.0238 1.0238 1.0364 1.0280
S2 1.0092 1.0092 1.0343
S3 0.9862 1.0008 1.0322
S4 0.9632 0.9778 1.0259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0405 1.0175 0.0230 2.2% 0.0067 0.6% 91% True False 11
10 1.0405 1.0084 0.0321 3.1% 0.0060 0.6% 94% True False 8
20 1.0405 1.0084 0.0321 3.1% 0.0055 0.5% 94% True False 5
40 1.0472 1.0084 0.0388 3.7% 0.0051 0.5% 78% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0737
2.618 1.0609
1.618 1.0531
1.000 1.0483
0.618 1.0453
HIGH 1.0405
0.618 1.0375
0.500 1.0366
0.382 1.0357
LOW 1.0327
0.618 1.0279
1.000 1.0249
1.618 1.0201
2.618 1.0123
4.250 0.9996
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 1.0379 1.0379
PP 1.0372 1.0372
S1 1.0366 1.0366

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

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