CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 0.9882 0.9850 -0.0032 -0.3% 0.9977
High 0.9882 0.9898 0.0016 0.2% 1.0028
Low 0.9846 0.9848 0.0002 0.0% 0.9812
Close 0.9846 0.9853 0.0007 0.1% 0.9846
Range 0.0036 0.0050 0.0014 38.9% 0.0216
ATR 0.0064 0.0064 -0.0001 -1.4% 0.0000
Volume 11 18 7 63.6% 73
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0016 0.9985 0.9881
R3 0.9966 0.9935 0.9867
R2 0.9916 0.9916 0.9862
R1 0.9885 0.9885 0.9858 0.9901
PP 0.9866 0.9866 0.9866 0.9874
S1 0.9835 0.9835 0.9848 0.9851
S2 0.9816 0.9816 0.9844
S3 0.9766 0.9785 0.9839
S4 0.9716 0.9735 0.9826
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0543 1.0411 0.9965
R3 1.0327 1.0195 0.9905
R2 1.0111 1.0111 0.9886
R1 0.9979 0.9979 0.9866 0.9937
PP 0.9895 0.9895 0.9895 0.9875
S1 0.9763 0.9763 0.9826 0.9721
S2 0.9679 0.9679 0.9806
S3 0.9463 0.9547 0.9787
S4 0.9247 0.9331 0.9727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0028 0.9812 0.0216 2.2% 0.0046 0.5% 19% False False 18
10 1.0078 0.9812 0.0266 2.7% 0.0038 0.4% 15% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0111
2.618 1.0029
1.618 0.9979
1.000 0.9948
0.618 0.9929
HIGH 0.9898
0.618 0.9879
0.500 0.9873
0.382 0.9867
LOW 0.9848
0.618 0.9817
1.000 0.9798
1.618 0.9767
2.618 0.9717
4.250 0.9636
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 0.9873 0.9855
PP 0.9866 0.9854
S1 0.9860 0.9854

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

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