CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 0.9995 0.9961 -0.0034 -0.3% 1.0168
High 0.9999 0.9977 -0.0022 -0.2% 1.0168
Low 0.9937 0.9891 -0.0046 -0.5% 0.9948
Close 0.9954 0.9899 -0.0055 -0.6% 0.9973
Range 0.0062 0.0086 0.0024 38.7% 0.0220
ATR 0.0077 0.0077 0.0001 0.9% 0.0000
Volume 84 119 35 41.7% 437
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0180 1.0126 0.9946
R3 1.0094 1.0040 0.9923
R2 1.0008 1.0008 0.9915
R1 0.9954 0.9954 0.9907 0.9938
PP 0.9922 0.9922 0.9922 0.9915
S1 0.9868 0.9868 0.9891 0.9852
S2 0.9836 0.9836 0.9883
S3 0.9750 0.9782 0.9875
S4 0.9664 0.9696 0.9852
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 1.0073 0.9891 0.0182 1.8% 0.0064 0.7% 4% False True 65
10 1.0253 0.9891 0.0362 3.7% 0.0072 0.7% 2% False True 67
20 1.0544 0.9891 0.0653 6.6% 0.0080 0.8% 1% False True 46
40 1.0544 0.9891 0.0653 6.6% 0.0067 0.7% 1% False True 30
60 1.0544 0.9891 0.0653 6.6% 0.0059 0.6% 1% False True 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0343
2.618 1.0202
1.618 1.0116
1.000 1.0063
0.618 1.0030
HIGH 0.9977
0.618 0.9944
0.500 0.9934
0.382 0.9924
LOW 0.9891
0.618 0.9838
1.000 0.9805
1.618 0.9752
2.618 0.9666
4.250 0.9526
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 0.9934 0.9945
PP 0.9922 0.9930
S1 0.9911 0.9914

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

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