CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 0.9977 0.9956 -0.0021 -0.2% 1.0168
High 1.0007 0.9993 -0.0014 -0.1% 1.0168
Low 0.9948 0.9955 0.0007 0.1% 0.9948
Close 0.9973 0.9967 -0.0006 -0.1% 0.9973
Range 0.0059 0.0038 -0.0021 -35.6% 0.0220
ATR 0.0081 0.0078 -0.0003 -3.8% 0.0000
Volume 85 23 -62 -72.9% 437
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0086 1.0064 0.9988
R3 1.0048 1.0026 0.9977
R2 1.0010 1.0010 0.9974
R1 0.9988 0.9988 0.9970 0.9999
PP 0.9972 0.9972 0.9972 0.9977
S1 0.9950 0.9950 0.9964 0.9961
S2 0.9934 0.9934 0.9960
S3 0.9896 0.9912 0.9957
S4 0.9858 0.9874 0.9946
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0690 1.0551 1.0094
R3 1.0470 1.0331 1.0034
R2 1.0250 1.0250 1.0013
R1 1.0111 1.0111 0.9993 1.0071
PP 1.0030 1.0030 1.0030 1.0009
S1 0.9891 0.9891 0.9953 0.9851
S2 0.9810 0.9810 0.9933
S3 0.9590 0.9671 0.9913
S4 0.9370 0.9451 0.9852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0140 0.9948 0.0192 1.9% 0.0068 0.7% 10% False False 79
10 1.0544 0.9948 0.0596 6.0% 0.0094 0.9% 3% False False 64
20 1.0544 0.9948 0.0596 6.0% 0.0078 0.8% 3% False False 37
40 1.0544 0.9948 0.0596 6.0% 0.0066 0.7% 3% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0155
2.618 1.0092
1.618 1.0054
1.000 1.0031
0.618 1.0016
HIGH 0.9993
0.618 0.9978
0.500 0.9974
0.382 0.9970
LOW 0.9955
0.618 0.9932
1.000 0.9917
1.618 0.9894
2.618 0.9856
4.250 0.9793
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 0.9974 1.0011
PP 0.9972 0.9996
S1 0.9969 0.9982

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

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