CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 1.0402 1.0363 -0.0039 -0.4% 1.0337
High 1.0409 1.0461 0.0052 0.5% 1.0461
Low 1.0359 1.0359 0.0000 0.0% 1.0269
Close 1.0363 1.0450 0.0087 0.8% 1.0450
Range 0.0050 0.0102 0.0052 104.0% 0.0192
ATR 0.0067 0.0070 0.0002 3.7% 0.0000
Volume 654 740 86 13.1% 3,354
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0729 1.0692 1.0506
R3 1.0627 1.0590 1.0478
R2 1.0525 1.0525 1.0469
R1 1.0488 1.0488 1.0459 1.0507
PP 1.0423 1.0423 1.0423 1.0433
S1 1.0386 1.0386 1.0441 1.0405
S2 1.0321 1.0321 1.0431
S3 1.0219 1.0284 1.0422
S4 1.0117 1.0182 1.0394
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0969 1.0902 1.0556
R3 1.0777 1.0710 1.0503
R2 1.0585 1.0585 1.0485
R1 1.0518 1.0518 1.0468 1.0552
PP 1.0393 1.0393 1.0393 1.0410
S1 1.0326 1.0326 1.0432 1.0360
S2 1.0201 1.0201 1.0415
S3 1.0009 1.0134 1.0397
S4 0.9817 0.9942 1.0344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0461 1.0269 0.0192 1.8% 0.0079 0.8% 94% True False 682
10 1.0461 1.0269 0.0192 1.8% 0.0070 0.7% 94% True False 391
20 1.0461 0.9977 0.0484 4.6% 0.0071 0.7% 98% True False 217
40 1.0461 0.9977 0.0484 4.6% 0.0061 0.6% 98% True False 112
60 1.0461 0.9977 0.0484 4.6% 0.0057 0.5% 98% True False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0895
2.618 1.0728
1.618 1.0626
1.000 1.0563
0.618 1.0524
HIGH 1.0461
0.618 1.0422
0.500 1.0410
0.382 1.0398
LOW 1.0359
0.618 1.0296
1.000 1.0257
1.618 1.0194
2.618 1.0092
4.250 0.9926
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 1.0437 1.0430
PP 1.0423 1.0409
S1 1.0410 1.0389

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

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