CME Swiss Franc Future March 2017


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Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 0.9854 0.9766 -0.0088 -0.9% 0.9880
High 0.9860 0.9819 -0.0041 -0.4% 0.9974
Low 0.9723 0.9752 0.0029 0.3% 0.9723
Close 0.9763 0.9785 0.0022 0.2% 0.9785
Range 0.0137 0.0067 -0.0070 -51.1% 0.0251
ATR 0.0086 0.0085 -0.0001 -1.6% 0.0000
Volume 23,510 41,282 17,772 75.6% 103,583
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9986 0.9953 0.9822
R3 0.9919 0.9886 0.9803
R2 0.9852 0.9852 0.9797
R1 0.9819 0.9819 0.9791 0.9836
PP 0.9785 0.9785 0.9785 0.9794
S1 0.9752 0.9752 0.9779 0.9769
S2 0.9718 0.9718 0.9773
S3 0.9651 0.9685 0.9767
S4 0.9584 0.9618 0.9748
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0580 1.0434 0.9923
R3 1.0329 1.0183 0.9854
R2 1.0078 1.0078 0.9831
R1 0.9932 0.9932 0.9808 0.9880
PP 0.9827 0.9827 0.9827 0.9801
S1 0.9681 0.9681 0.9762 0.9629
S2 0.9576 0.9576 0.9739
S3 0.9325 0.9430 0.9716
S4 0.9074 0.9179 0.9647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9974 0.9723 0.0251 2.6% 0.0092 0.9% 25% False False 20,716
10 1.0035 0.9723 0.0312 3.2% 0.0090 0.9% 20% False False 10,990
20 1.0035 0.9723 0.0312 3.2% 0.0080 0.8% 20% False False 5,615
40 1.0544 0.9723 0.0821 8.4% 0.0078 0.8% 8% False False 2,823
60 1.0544 0.9723 0.0821 8.4% 0.0071 0.7% 8% False False 1,886
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0104
2.618 0.9994
1.618 0.9927
1.000 0.9886
0.618 0.9860
HIGH 0.9819
0.618 0.9793
0.500 0.9786
0.382 0.9778
LOW 0.9752
0.618 0.9711
1.000 0.9685
1.618 0.9644
2.618 0.9577
4.250 0.9467
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 0.9786 0.9849
PP 0.9785 0.9827
S1 0.9785 0.9806

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

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