CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 1.0076 1.0048 -0.0028 -0.3% 1.0089
High 1.0112 1.0148 0.0036 0.4% 1.0125
Low 1.0058 1.0040 -0.0018 -0.2% 1.0058
Close 1.0096 1.0133 0.0037 0.4% 1.0096
Range 0.0054 0.0108 0.0054 100.0% 0.0067
ATR 0.0072 0.0074 0.0003 3.6% 0.0000
Volume 6 29 23 383.3% 21
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0431 1.0390 1.0192
R3 1.0323 1.0282 1.0163
R2 1.0215 1.0215 1.0153
R1 1.0174 1.0174 1.0143 1.0195
PP 1.0107 1.0107 1.0107 1.0117
S1 1.0066 1.0066 1.0123 1.0087
S2 0.9999 0.9999 1.0113
S3 0.9891 0.9958 1.0103
S4 0.9783 0.9850 1.0074
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0294 1.0262 1.0133
R3 1.0227 1.0195 1.0114
R2 1.0160 1.0160 1.0108
R1 1.0128 1.0128 1.0102 1.0144
PP 1.0093 1.0093 1.0093 1.0101
S1 1.0061 1.0061 1.0090 1.0077
S2 1.0026 1.0026 1.0084
S3 0.9959 0.9994 1.0078
S4 0.9892 0.9927 1.0059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0148 1.0040 0.0108 1.1% 0.0065 0.6% 86% True True 9
10 1.0148 0.9961 0.0187 1.8% 0.0070 0.7% 92% True False 7
20 1.0148 0.9778 0.0370 3.7% 0.0080 0.8% 96% True False 11
40 1.0148 0.9778 0.0370 3.7% 0.0061 0.6% 96% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0607
2.618 1.0431
1.618 1.0323
1.000 1.0256
0.618 1.0215
HIGH 1.0148
0.618 1.0107
0.500 1.0094
0.382 1.0081
LOW 1.0040
0.618 0.9973
1.000 0.9932
1.618 0.9865
2.618 0.9757
4.250 0.9581
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 1.0120 1.0120
PP 1.0107 1.0107
S1 1.0094 1.0094

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

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