CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 23-Aug-2017
Day Change Summary
Previous Current
22-Aug-2017 23-Aug-2017 Change Change % Previous Week
Open 1.0471 1.0403 -0.0068 -0.6% 1.0461
High 1.0474 1.0448 -0.0026 -0.2% 1.0511
Low 1.0401 1.0385 -0.0016 -0.2% 1.0322
Close 1.0403 1.0439 0.0036 0.3% 1.0446
Range 0.0073 0.0063 -0.0010 -13.7% 0.0189
ATR 0.0082 0.0081 -0.0001 -1.7% 0.0000
Volume 27 225 198 733.3% 445
Daily Pivots for day following 23-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0613 1.0589 1.0474
R3 1.0550 1.0526 1.0456
R2 1.0487 1.0487 1.0451
R1 1.0463 1.0463 1.0445 1.0475
PP 1.0424 1.0424 1.0424 1.0430
S1 1.0400 1.0400 1.0433 1.0412
S2 1.0361 1.0361 1.0427
S3 1.0298 1.0337 1.0422
S4 1.0235 1.0274 1.0404
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0993 1.0909 1.0550
R3 1.0804 1.0720 1.0498
R2 1.0615 1.0615 1.0481
R1 1.0531 1.0531 1.0463 1.0479
PP 1.0426 1.0426 1.0426 1.0400
S1 1.0342 1.0342 1.0429 1.0290
S2 1.0237 1.0237 1.0411
S3 1.0048 1.0153 1.0394
S4 0.9859 0.9964 1.0342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0511 1.0385 0.0126 1.2% 0.0082 0.8% 43% False True 106
10 1.0517 1.0322 0.0195 1.9% 0.0081 0.8% 60% False False 122
20 1.0630 1.0319 0.0311 3.0% 0.0083 0.8% 39% False False 82
40 1.0696 1.0319 0.0377 3.6% 0.0076 0.7% 32% False False 49
60 1.0696 1.0319 0.0377 3.6% 0.0063 0.6% 32% False False 37
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 0.0024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0716
2.618 1.0613
1.618 1.0550
1.000 1.0511
0.618 1.0487
HIGH 1.0448
0.618 1.0424
0.500 1.0417
0.382 1.0409
LOW 1.0385
0.618 1.0346
1.000 1.0322
1.618 1.0283
2.618 1.0220
4.250 1.0117
Fisher Pivots for day following 23-Aug-2017
Pivot 1 day 3 day
R1 1.0432 1.0440
PP 1.0424 1.0439
S1 1.0417 1.0439

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

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