CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 1.0357 1.0439 0.0082 0.8% 1.0380
High 1.0446 1.0490 0.0044 0.4% 1.0517
Low 1.0322 1.0392 0.0070 0.7% 1.0319
Close 1.0428 1.0475 0.0047 0.5% 1.0488
Range 0.0124 0.0098 -0.0026 -21.0% 0.0198
ATR 0.0081 0.0082 0.0001 1.6% 0.0000
Volume 63 78 15 23.8% 679
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0746 1.0709 1.0529
R3 1.0648 1.0611 1.0502
R2 1.0550 1.0550 1.0493
R1 1.0513 1.0513 1.0484 1.0532
PP 1.0452 1.0452 1.0452 1.0462
S1 1.0415 1.0415 1.0466 1.0434
S2 1.0354 1.0354 1.0457
S3 1.0256 1.0317 1.0448
S4 1.0158 1.0219 1.0421
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% 0.0088 0.8% 78% False False 126
10 1.0517 1.0319 0.0198 1.9% 0.0082 0.8% 79% False False 102
20 1.0696 1.0319 0.0377 3.6% 0.0082 0.8% 41% False False 64
40 1.0696 1.0319 0.0377 3.6% 0.0075 0.7% 41% False False 38
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0907
2.618 1.0747
1.618 1.0649
1.000 1.0588
0.618 1.0551
HIGH 1.0490
0.618 1.0453
0.500 1.0441
0.382 1.0429
LOW 1.0392
0.618 1.0331
1.000 1.0294
1.618 1.0233
2.618 1.0135
4.250 0.9976
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 1.0464 1.0452
PP 1.0452 1.0429
S1 1.0441 1.0406

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

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