CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 0.9999 1.0070 0.0071 0.7% 1.0152
High 1.0088 1.0122 0.0034 0.3% 1.0154
Low 0.9995 1.0061 0.0066 0.7% 0.9977
Close 1.0059 1.0116 0.0057 0.6% 1.0059
Range 0.0093 0.0061 -0.0032 -34.4% 0.0177
ATR 0.0061 0.0061 0.0000 0.3% 0.0000
Volume 8 17 9 112.5% 49
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 1.0283 1.0260 1.0150
R3 1.0222 1.0199 1.0133
R2 1.0161 1.0161 1.0127
R1 1.0138 1.0138 1.0122 1.0150
PP 1.0100 1.0100 1.0100 1.0105
S1 1.0077 1.0077 1.0110 1.0089
S2 1.0039 1.0039 1.0105
S3 0.9978 1.0016 1.0099
S4 0.9917 0.9955 1.0082
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1.0594 1.0504 1.0156
R3 1.0417 1.0327 1.0108
R2 1.0240 1.0240 1.0091
R1 1.0150 1.0150 1.0075 1.0107
PP 1.0063 1.0063 1.0063 1.0042
S1 0.9973 0.9973 1.0043 0.9930
S2 0.9886 0.9886 1.0027
S3 0.9709 0.9796 1.0010
S4 0.9532 0.9619 0.9962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0122 0.9977 0.0145 1.4% 0.0070 0.7% 96% True False 11
10 1.0227 0.9977 0.0250 2.5% 0.0065 0.6% 56% False False 11
20 1.0227 0.9977 0.0250 2.5% 0.0057 0.6% 56% False False 8
40 1.0301 0.9977 0.0324 3.2% 0.0053 0.5% 43% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0381
2.618 1.0282
1.618 1.0221
1.000 1.0183
0.618 1.0160
HIGH 1.0122
0.618 1.0099
0.500 1.0092
0.382 1.0084
LOW 1.0061
0.618 1.0023
1.000 1.0000
1.618 0.9962
2.618 0.9901
4.250 0.9802
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 1.0108 1.0094
PP 1.0100 1.0072
S1 1.0092 1.0050

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

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