CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 1.0072 1.0051 -0.0021 -0.2% 0.9918
High 1.0095 1.0080 -0.0015 -0.1% 1.0034
Low 0.9961 1.0018 0.0057 0.6% 0.9854
Close 1.0072 1.0051 -0.0021 -0.2% 1.0004
Range 0.0134 0.0062 -0.0072 -53.7% 0.0180
ATR 0.0082 0.0081 -0.0001 -1.7% 0.0000
Volume 0 15 15 27
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0236 1.0205 1.0085
R3 1.0174 1.0143 1.0068
R2 1.0112 1.0112 1.0062
R1 1.0081 1.0081 1.0057 1.0082
PP 1.0050 1.0050 1.0050 1.0050
S1 1.0019 1.0019 1.0045 1.0020
S2 0.9988 0.9988 1.0040
S3 0.9926 0.9957 1.0034
S4 0.9864 0.9895 1.0017
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0504 1.0434 1.0103
R3 1.0324 1.0254 1.0053
R2 1.0144 1.0144 1.0037
R1 1.0074 1.0074 1.0020 1.0109
PP 0.9964 0.9964 0.9964 0.9982
S1 0.9894 0.9894 0.9988 0.9929
S2 0.9784 0.9784 0.9971
S3 0.9604 0.9714 0.9955
S4 0.9424 0.9534 0.9905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0095 0.9854 0.0241 2.4% 0.0096 1.0% 82% False False 6
10 1.0095 0.9819 0.0276 2.7% 0.0080 0.8% 84% False False 8
20 1.0095 0.9778 0.0317 3.2% 0.0073 0.7% 86% False False 10
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0344
2.618 1.0242
1.618 1.0180
1.000 1.0142
0.618 1.0118
HIGH 1.0080
0.618 1.0056
0.500 1.0049
0.382 1.0042
LOW 1.0018
0.618 0.9980
1.000 0.9956
1.618 0.9918
2.618 0.9856
4.250 0.9755
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 1.0050 1.0043
PP 1.0050 1.0036
S1 1.0049 1.0028

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

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