CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 0.9956 0.9995 0.0039 0.4% 1.0168
High 0.9993 0.9999 0.0006 0.1% 1.0168
Low 0.9955 0.9937 -0.0018 -0.2% 0.9948
Close 0.9967 0.9954 -0.0013 -0.1% 0.9973
Range 0.0038 0.0062 0.0024 63.2% 0.0220
ATR 0.0078 0.0077 -0.0001 -1.5% 0.0000
Volume 23 84 61 265.2% 437
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0149 1.0114 0.9988
R3 1.0087 1.0052 0.9971
R2 1.0025 1.0025 0.9965
R1 0.9990 0.9990 0.9960 0.9977
PP 0.9963 0.9963 0.9963 0.9957
S1 0.9928 0.9928 0.9948 0.9915
S2 0.9901 0.9901 0.9943
S3 0.9839 0.9866 0.9937
S4 0.9777 0.9804 0.9920
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 1.0085 0.9937 0.0148 1.5% 0.0061 0.6% 11% False True 63
10 1.0544 0.9937 0.0607 6.1% 0.0094 0.9% 3% False True 61
20 1.0544 0.9937 0.0607 6.1% 0.0078 0.8% 3% False True 41
40 1.0544 0.9937 0.0607 6.1% 0.0066 0.7% 3% False True 27
60 1.0544 0.9937 0.0607 6.1% 0.0057 0.6% 3% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0262
2.618 1.0161
1.618 1.0099
1.000 1.0061
0.618 1.0037
HIGH 0.9999
0.618 0.9975
0.500 0.9968
0.382 0.9961
LOW 0.9937
0.618 0.9899
1.000 0.9875
1.618 0.9837
2.618 0.9775
4.250 0.9674
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 0.9968 0.9972
PP 0.9963 0.9966
S1 0.9959 0.9960

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

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