CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 1.0252 1.0192 -0.0060 -0.6% 1.0204
High 1.0544 1.0253 -0.0291 -2.8% 1.0405
Low 1.0230 1.0181 -0.0049 -0.5% 1.0175
Close 1.0234 1.0204 -0.0030 -0.3% 1.0385
Range 0.0314 0.0072 -0.0242 -77.1% 0.0230
ATR 0.0083 0.0082 -0.0001 -1.0% 0.0000
Volume 55 8 -47 -85.5% 58
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0429 1.0388 1.0244
R3 1.0357 1.0316 1.0224
R2 1.0285 1.0285 1.0217
R1 1.0244 1.0244 1.0211 1.0265
PP 1.0213 1.0213 1.0213 1.0223
S1 1.0172 1.0172 1.0197 1.0193
S2 1.0141 1.0141 1.0191
S3 1.0069 1.0100 1.0184
S4 0.9997 1.0028 1.0164
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 1.0544 1.0181 0.0363 3.6% 0.0114 1.1% 6% False True 44
10 1.0544 1.0132 0.0412 4.0% 0.0092 0.9% 17% False False 26
20 1.0544 1.0084 0.0460 4.5% 0.0068 0.7% 26% False False 14
40 1.0544 1.0084 0.0460 4.5% 0.0061 0.6% 26% False False 13
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0559
2.618 1.0441
1.618 1.0369
1.000 1.0325
0.618 1.0297
HIGH 1.0253
0.618 1.0225
0.500 1.0217
0.382 1.0209
LOW 1.0181
0.618 1.0137
1.000 1.0109
1.618 1.0065
2.618 0.9993
4.250 0.9875
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 1.0217 1.0363
PP 1.0213 1.0310
S1 1.0208 1.0257

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

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