CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 1.0168 1.0107 -0.0061 -0.6% 1.0326
High 1.0168 1.0140 -0.0028 -0.3% 1.0544
Low 1.0072 1.0044 -0.0028 -0.3% 1.0181
Close 1.0081 1.0050 -0.0031 -0.3% 1.0187
Range 0.0096 0.0096 0.0000 0.0% 0.0363
ATR 0.0083 0.0084 0.0001 1.1% 0.0000
Volume 63 166 103 163.5% 207
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0366 1.0304 1.0103
R3 1.0270 1.0208 1.0076
R2 1.0174 1.0174 1.0068
R1 1.0112 1.0112 1.0059 1.0095
PP 1.0078 1.0078 1.0078 1.0070
S1 1.0016 1.0016 1.0041 0.9999
S2 0.9982 0.9982 1.0032
S3 0.9886 0.9920 1.0024
S4 0.9790 0.9824 0.9997
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1393 1.1153 1.0387
R3 1.1030 1.0790 1.0287
R2 1.0667 1.0667 1.0254
R1 1.0427 1.0427 1.0220 1.0366
PP 1.0304 1.0304 1.0304 1.0273
S1 1.0064 1.0064 1.0154 1.0003
S2 0.9941 0.9941 1.0120
S3 0.9578 0.9701 1.0087
S4 0.9215 0.9338 0.9987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0544 1.0044 0.0500 5.0% 0.0127 1.3% 1% False True 59
10 1.0544 1.0044 0.0500 5.0% 0.0095 0.9% 1% False True 48
20 1.0544 1.0044 0.0500 5.0% 0.0075 0.7% 1% False True 26
40 1.0544 1.0044 0.0500 5.0% 0.0066 0.7% 1% False True 19
Crabel Price Patterns
NR False
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 0.0012
Fibonacci Retracements and Extensions
4.250 1.0548
2.618 1.0391
1.618 1.0295
1.000 1.0236
0.618 1.0199
HIGH 1.0140
0.618 1.0103
0.500 1.0092
0.382 1.0081
LOW 1.0044
0.618 0.9985
1.000 0.9948
1.618 0.9889
2.618 0.9793
4.250 0.9636
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 1.0092 1.0142
PP 1.0078 1.0111
S1 1.0064 1.0081

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

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