CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 1.0552 1.0541 -0.0011 -0.1% 1.0425
High 1.0576 1.0579 0.0003 0.0% 1.0579
Low 1.0534 1.0533 -0.0001 0.0% 1.0388
Close 1.0570 1.0541 -0.0029 -0.3% 1.0541
Range 0.0042 0.0046 0.0004 9.5% 0.0191
ATR 0.0050 0.0050 0.0000 -0.5% 0.0000
Volume 5 0 -5 -100.0% 55
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0689 1.0661 1.0566
R3 1.0643 1.0615 1.0554
R2 1.0597 1.0597 1.0549
R1 1.0569 1.0569 1.0545 1.0564
PP 1.0551 1.0551 1.0551 1.0549
S1 1.0523 1.0523 1.0537 1.0518
S2 1.0505 1.0505 1.0533
S3 1.0459 1.0477 1.0528
S4 1.0413 1.0431 1.0516
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1076 1.0999 1.0646
R3 1.0885 1.0808 1.0594
R2 1.0694 1.0694 1.0576
R1 1.0617 1.0617 1.0559 1.0656
PP 1.0503 1.0503 1.0503 1.0522
S1 1.0426 1.0426 1.0523 1.0465
S2 1.0312 1.0312 1.0506
S3 1.0121 1.0235 1.0488
S4 0.9930 1.0044 1.0436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0579 1.0388 0.0191 1.8% 0.0064 0.6% 80% True False 11
10 1.0579 1.0364 0.0215 2.0% 0.0051 0.5% 82% True False 10
20 1.0579 1.0364 0.0215 2.0% 0.0039 0.4% 82% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0775
2.618 1.0699
1.618 1.0653
1.000 1.0625
0.618 1.0607
HIGH 1.0579
0.618 1.0561
0.500 1.0556
0.382 1.0551
LOW 1.0533
0.618 1.0505
1.000 1.0487
1.618 1.0459
2.618 1.0413
4.250 1.0338
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 1.0556 1.0555
PP 1.0551 1.0550
S1 1.0546 1.0546

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

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