CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	1.0107	1.0051	-0.0056	-0.6%	1.0326
High	1.0140	1.0085	-0.0055	-0.5%	1.0544
Low	1.0044	1.0014	-0.0030	-0.3%	1.0181
Close	1.0050	1.0046	-0.0004	0.0%	1.0187
Range	0.0096	0.0071	-0.0025	-26.0%	0.0363
ATR	0.0084	0.0083	-0.0001	-1.1%	0.0000
Volume	166	105	-61	-36.7%	207

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0261	1.0225	1.0085
R3	1.0190	1.0154	1.0066
R2	1.0119	1.0119	1.0059
R1	1.0083	1.0083	1.0053	1.0066
PP	1.0048	1.0048	1.0048	1.0040
S1	1.0012	1.0012	1.0039	0.9995
S2	0.9977	0.9977	1.0033
S3	0.9906	0.9941	1.0026
S4	0.9835	0.9870	1.0007

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	1.0253	1.0014	0.0239	2.4%	0.0079	0.8%	13%	False	True	69
10	1.0544	1.0014	0.0530	5.3%	0.0096	1.0%	6%	False	True	57
20	1.0544	1.0014	0.0530	5.3%	0.0077	0.8%	6%	False	True	31
40	1.0544	1.0014	0.0530	5.3%	0.0065	0.6%	6%	False	True	22

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0387
2.618	1.0271
1.618	1.0200
1.000	1.0156
0.618	1.0129
HIGH	1.0085
0.618	1.0058
0.500	1.0050
0.382	1.0041
LOW	1.0014
0.618	0.9970
1.000	0.9943
1.618	0.9899
2.618	0.9828
4.250	0.9712

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	1.0050	1.0091
PP	1.0048	1.0076
S1	1.0047	1.0061

Download as Excel Spreadsheet

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

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