CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 1.0535 1.0552 0.0017 0.2% 1.0416
High 1.0559 1.0576 0.0017 0.2% 1.0453
Low 1.0531 1.0534 0.0003 0.0% 1.0364
Close 1.0545 1.0570 0.0025 0.2% 1.0439
Range 0.0028 0.0042 0.0014 50.0% 0.0089
ATR 0.0050 0.0050 -0.0001 -1.2% 0.0000
Volume 20 5 -15 -75.0% 48
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0686 1.0670 1.0593
R3 1.0644 1.0628 1.0582
R2 1.0602 1.0602 1.0578
R1 1.0586 1.0586 1.0574 1.0594
PP 1.0560 1.0560 1.0560 1.0564
S1 1.0544 1.0544 1.0566 1.0552
S2 1.0518 1.0518 1.0562
S3 1.0476 1.0502 1.0558
S4 1.0434 1.0460 1.0547
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0686 1.0651 1.0488
R3 1.0597 1.0562 1.0463
R2 1.0508 1.0508 1.0455
R1 1.0473 1.0473 1.0447 1.0491
PP 1.0419 1.0419 1.0419 1.0427
S1 1.0384 1.0384 1.0431 1.0402
S2 1.0330 1.0330 1.0423
S3 1.0241 1.0295 1.0415
S4 1.0152 1.0206 1.0390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0576 1.0388 0.0188 1.8% 0.0064 0.6% 97% True False 11
10 1.0576 1.0364 0.0212 2.0% 0.0049 0.5% 97% True False 10
20 1.0576 1.0364 0.0212 2.0% 0.0037 0.4% 97% True False 16
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0755
2.618 1.0686
1.618 1.0644
1.000 1.0618
0.618 1.0602
HIGH 1.0576
0.618 1.0560
0.500 1.0555
0.382 1.0550
LOW 1.0534
0.618 1.0508
1.000 1.0492
1.618 1.0466
2.618 1.0424
4.250 1.0356
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 1.0565 1.0542
PP 1.0560 1.0513
S1 1.0555 1.0485

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

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