CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 1.0458 1.0431 -0.0027 -0.3% 1.0337
High 1.0465 1.0439 -0.0026 -0.2% 1.0461
Low 1.0402 1.0379 -0.0023 -0.2% 1.0269
Close 1.0429 1.0409 -0.0020 -0.2% 1.0450
Range 0.0063 0.0060 -0.0003 -4.8% 0.0192
ATR 0.0065 0.0065 0.0000 -0.6% 0.0000
Volume 743 783 40 5.4% 3,354
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0589 1.0559 1.0442
R3 1.0529 1.0499 1.0426
R2 1.0469 1.0469 1.0420
R1 1.0439 1.0439 1.0415 1.0424
PP 1.0409 1.0409 1.0409 1.0402
S1 1.0379 1.0379 1.0404 1.0364
S2 1.0349 1.0349 1.0398
S3 1.0289 1.0319 1.0393
S4 1.0229 1.0259 1.0376
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 1.0359 0.0110 1.1% 0.0061 0.6% 45% False False 737
10 1.0469 1.0269 0.0200 1.9% 0.0063 0.6% 70% False False 654
20 1.0469 0.9977 0.0492 4.7% 0.0068 0.7% 88% False False 360
40 1.0469 0.9977 0.0492 4.7% 0.0062 0.6% 88% False False 185
60 1.0469 0.9977 0.0492 4.7% 0.0058 0.6% 88% False False 126
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0694
2.618 1.0596
1.618 1.0536
1.000 1.0499
0.618 1.0476
HIGH 1.0439
0.618 1.0416
0.500 1.0409
0.382 1.0402
LOW 1.0379
0.618 1.0342
1.000 1.0319
1.618 1.0282
2.618 1.0222
4.250 1.0124
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 1.0409 1.0424
PP 1.0409 1.0419
S1 1.0409 1.0414

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

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