CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 02-Dec-2016
Day Change Summary
Previous Current
01-Dec-2016 02-Dec-2016 Change Change % Previous Week
Open 0.9902 0.9960 0.0058 0.6% 0.9964
High 0.9965 1.0005 0.0040 0.4% 1.0005
Low 0.9894 0.9944 0.0050 0.5% 0.9867
Close 0.9946 0.9956 0.0010 0.1% 0.9956
Range 0.0071 0.0061 -0.0010 -14.1% 0.0138
ATR 0.0077 0.0076 -0.0001 -1.5% 0.0000
Volume 565 880 315 55.8% 2,033
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0151 1.0115 0.9990
R3 1.0090 1.0054 0.9973
R2 1.0029 1.0029 0.9967
R1 0.9993 0.9993 0.9962 0.9981
PP 0.9968 0.9968 0.9968 0.9962
S1 0.9932 0.9932 0.9950 0.9920
S2 0.9907 0.9907 0.9945
S3 0.9846 0.9871 0.9939
S4 0.9785 0.9810 0.9922
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0357 1.0294 1.0032
R3 1.0219 1.0156 0.9994
R2 1.0081 1.0081 0.9981
R1 1.0018 1.0018 0.9969 0.9981
PP 0.9943 0.9943 0.9943 0.9924
S1 0.9880 0.9880 0.9943 0.9843
S2 0.9805 0.9805 0.9931
S3 0.9667 0.9742 0.9918
S4 0.9529 0.9604 0.9880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0005 0.9867 0.0138 1.4% 0.0074 0.7% 64% True False 406
10 1.0007 0.9867 0.0140 1.4% 0.0069 0.7% 64% False False 239
20 1.0544 0.9867 0.0677 6.8% 0.0083 0.8% 13% False False 149
40 1.0544 0.9867 0.0677 6.8% 0.0069 0.7% 13% False False 76
60 1.0544 0.9867 0.0677 6.8% 0.0061 0.6% 13% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0264
2.618 1.0165
1.618 1.0104
1.000 1.0066
0.618 1.0043
HIGH 1.0005
0.618 0.9982
0.500 0.9975
0.382 0.9967
LOW 0.9944
0.618 0.9906
1.000 0.9883
1.618 0.9845
2.618 0.9784
4.250 0.9685
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 0.9975 0.9949
PP 0.9968 0.9943
S1 0.9962 0.9936

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

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