CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 06-Jun-2017
Day Change Summary
Previous Current
05-Jun-2017 06-Jun-2017 Change Change % Previous Week
Open 1.0453 1.0431 -0.0022 -0.2% 1.0337
High 1.0454 1.0469 0.0015 0.1% 1.0461
Low 1.0417 1.0428 0.0011 0.1% 1.0269
Close 1.0432 1.0457 0.0025 0.2% 1.0450
Range 0.0037 0.0041 0.0004 10.8% 0.0192
ATR 0.0067 0.0065 -0.0002 -2.8% 0.0000
Volume 282 1,138 856 303.5% 3,354
Daily Pivots for day following 06-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0574 1.0557 1.0480
R3 1.0533 1.0516 1.0468
R2 1.0492 1.0492 1.0465
R1 1.0475 1.0475 1.0461 1.0484
PP 1.0451 1.0451 1.0451 1.0456
S1 1.0434 1.0434 1.0453 1.0443
S2 1.0410 1.0410 1.0449
S3 1.0369 1.0393 1.0446
S4 1.0328 1.0352 1.0434
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 1.0469 1.0317 0.0152 1.5% 0.0065 0.6% 92% True False 921
10 1.0469 1.0269 0.0200 1.9% 0.0062 0.6% 94% True False 510
20 1.0469 0.9977 0.0492 4.7% 0.0069 0.7% 98% True False 285
40 1.0469 0.9977 0.0492 4.7% 0.0060 0.6% 98% True False 148
60 1.0469 0.9977 0.0492 4.7% 0.0057 0.5% 98% True False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0643
2.618 1.0576
1.618 1.0535
1.000 1.0510
0.618 1.0494
HIGH 1.0469
0.618 1.0453
0.500 1.0449
0.382 1.0444
LOW 1.0428
0.618 1.0403
1.000 1.0387
1.618 1.0362
2.618 1.0321
4.250 1.0254
Fisher Pivots for day following 06-Jun-2017
Pivot 1 day 3 day
R1 1.0454 1.0443
PP 1.0451 1.0428
S1 1.0449 1.0414

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

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