CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 1.0336 1.0326 -0.0010 -0.1% 1.0204
High 1.0405 1.0347 -0.0058 -0.6% 1.0405
Low 1.0327 1.0293 -0.0034 -0.3% 1.0175
Close 1.0385 1.0337 -0.0048 -0.5% 1.0385
Range 0.0078 0.0054 -0.0024 -30.8% 0.0230
ATR 0.0064 0.0066 0.0002 3.1% 0.0000
Volume 23 20 -3 -13.0% 58
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0488 1.0466 1.0367
R3 1.0434 1.0412 1.0352
R2 1.0380 1.0380 1.0347
R1 1.0358 1.0358 1.0342 1.0369
PP 1.0326 1.0326 1.0326 1.0331
S1 1.0304 1.0304 1.0332 1.0315
S2 1.0272 1.0272 1.0327
S3 1.0218 1.0250 1.0322
S4 1.0164 1.0196 1.0307
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 1.0251 0.0154 1.5% 0.0072 0.7% 56% False False 14
10 1.0405 1.0084 0.0321 3.1% 0.0062 0.6% 79% False False 10
20 1.0405 1.0084 0.0321 3.1% 0.0054 0.5% 79% False False 6
40 1.0472 1.0084 0.0388 3.8% 0.0052 0.5% 65% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0577
2.618 1.0488
1.618 1.0434
1.000 1.0401
0.618 1.0380
HIGH 1.0347
0.618 1.0326
0.500 1.0320
0.382 1.0314
LOW 1.0293
0.618 1.0260
1.000 1.0239
1.618 1.0206
2.618 1.0152
4.250 1.0064
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 1.0331 1.0349
PP 1.0326 1.0345
S1 1.0320 1.0341

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

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