CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 1.0346 1.0357 0.0011 0.1% 1.0380
High 1.0388 1.0446 0.0058 0.6% 1.0517
Low 1.0331 1.0322 -0.0009 -0.1% 1.0319
Close 1.0359 1.0428 0.0069 0.7% 1.0488
Range 0.0057 0.0124 0.0067 117.5% 0.0198
ATR 0.0077 0.0081 0.0003 4.3% 0.0000
Volume 53 63 10 18.9% 679
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0771 1.0723 1.0496
R3 1.0647 1.0599 1.0462
R2 1.0523 1.0523 1.0451
R1 1.0475 1.0475 1.0439 1.0499
PP 1.0399 1.0399 1.0399 1.0411
S1 1.0351 1.0351 1.0417 1.0375
S2 1.0275 1.0275 1.0405
S3 1.0151 1.0227 1.0394
S4 1.0027 1.0103 1.0360
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.1035 1.0960 1.0597
R3 1.0837 1.0762 1.0542
R2 1.0639 1.0639 1.0524
R1 1.0564 1.0564 1.0506 1.0602
PP 1.0441 1.0441 1.0441 1.0460
S1 1.0366 1.0366 1.0470 1.0404
S2 1.0243 1.0243 1.0452
S3 1.0045 1.0168 1.0434
S4 0.9847 0.9970 1.0379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0517 1.0322 0.0195 1.9% 0.0080 0.8% 54% False True 137
10 1.0517 1.0319 0.0198 1.9% 0.0077 0.7% 55% False False 94
20 1.0696 1.0319 0.0377 3.6% 0.0086 0.8% 29% False False 65
40 1.0696 1.0319 0.0377 3.6% 0.0073 0.7% 29% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0973
2.618 1.0771
1.618 1.0647
1.000 1.0570
0.618 1.0523
HIGH 1.0446
0.618 1.0399
0.500 1.0384
0.382 1.0369
LOW 1.0322
0.618 1.0245
1.000 1.0198
1.618 1.0121
2.618 0.9997
4.250 0.9795
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 1.0413 1.0416
PP 1.0399 1.0404
S1 1.0384 1.0393

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

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