CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 1.0424 1.0447 0.0023 0.2% 1.0683
High 1.0467 1.0472 0.0005 0.0% 1.0686
Low 1.0390 1.0422 0.0032 0.3% 1.0375
Close 1.0436 1.0443 0.0007 0.1% 1.0423
Range 0.0077 0.0050 -0.0027 -35.1% 0.0311
ATR 0.0079 0.0077 -0.0002 -2.6% 0.0000
Volume 13 13 0 0.0% 210
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0596 1.0569 1.0471
R3 1.0546 1.0519 1.0457
R2 1.0496 1.0496 1.0452
R1 1.0469 1.0469 1.0448 1.0458
PP 1.0446 1.0446 1.0446 1.0440
S1 1.0419 1.0419 1.0438 1.0408
S2 1.0396 1.0396 1.0434
S3 1.0346 1.0369 1.0429
S4 1.0296 1.0319 1.0416
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1428 1.1236 1.0594
R3 1.1117 1.0925 1.0509
R2 1.0806 1.0806 1.0480
R1 1.0614 1.0614 1.0452 1.0555
PP 1.0495 1.0495 1.0495 1.0465
S1 1.0303 1.0303 1.0394 1.0244
S2 1.0184 1.0184 1.0366
S3 0.9873 0.9992 1.0337
S4 0.9562 0.9681 1.0252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0630 1.0375 0.0255 2.4% 0.0102 1.0% 27% False False 36
10 1.0696 1.0375 0.0321 3.1% 0.0091 0.9% 21% False False 35
20 1.0696 1.0375 0.0321 3.1% 0.0080 0.8% 21% False False 20
40 1.0696 1.0364 0.0332 3.2% 0.0061 0.6% 24% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0023
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0685
2.618 1.0603
1.618 1.0553
1.000 1.0522
0.618 1.0503
HIGH 1.0472
0.618 1.0453
0.500 1.0447
0.382 1.0441
LOW 1.0422
0.618 1.0391
1.000 1.0372
1.618 1.0341
2.618 1.0291
4.250 1.0210
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 1.0447 1.0437
PP 1.0446 1.0430
S1 1.0444 1.0424

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

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