CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 1.0363 1.0453 0.0090 0.9% 1.0337
High 1.0461 1.0454 -0.0007 -0.1% 1.0461
Low 1.0359 1.0417 0.0058 0.6% 1.0269
Close 1.0450 1.0432 -0.0018 -0.2% 1.0450
Range 0.0102 0.0037 -0.0065 -63.7% 0.0192
ATR 0.0070 0.0067 -0.0002 -3.3% 0.0000
Volume 740 282 -458 -61.9% 3,354
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0545 1.0526 1.0452
R3 1.0508 1.0489 1.0442
R2 1.0471 1.0471 1.0439
R1 1.0452 1.0452 1.0435 1.0443
PP 1.0434 1.0434 1.0434 1.0430
S1 1.0415 1.0415 1.0429 1.0406
S2 1.0397 1.0397 1.0425
S3 1.0360 1.0378 1.0422
S4 1.0323 1.0341 1.0412
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% 0.0073 0.7% 85% False False 727
10 1.0461 1.0269 0.0192 1.8% 0.0065 0.6% 85% False False 407
20 1.0461 0.9977 0.0484 4.6% 0.0070 0.7% 94% False False 229
40 1.0461 0.9977 0.0484 4.6% 0.0061 0.6% 94% False False 119
60 1.0461 0.9977 0.0484 4.6% 0.0057 0.5% 94% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0611
2.618 1.0551
1.618 1.0514
1.000 1.0491
0.618 1.0477
HIGH 1.0454
0.618 1.0440
0.500 1.0436
0.382 1.0431
LOW 1.0417
0.618 1.0394
1.000 1.0380
1.618 1.0357
2.618 1.0320
4.250 1.0260
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 1.0436 1.0425
PP 1.0434 1.0417
S1 1.0433 1.0410

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

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