CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 1.0437 1.0547 0.0110 1.1% 1.0443
High 1.0568 1.0572 0.0004 0.0% 1.0568
Low 1.0426 1.0515 0.0089 0.9% 1.0385
Close 1.0523 1.0548 0.0025 0.2% 1.0523
Range 0.0142 0.0057 -0.0085 -59.9% 0.0183
ATR 0.0083 0.0081 -0.0002 -2.3% 0.0000
Volume 271 162 -109 -40.2% 712
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0716 1.0689 1.0579
R3 1.0659 1.0632 1.0564
R2 1.0602 1.0602 1.0558
R1 1.0575 1.0575 1.0553 1.0589
PP 1.0545 1.0545 1.0545 1.0552
S1 1.0518 1.0518 1.0543 1.0532
S2 1.0488 1.0488 1.0538
S3 1.0431 1.0461 1.0532
S4 1.0374 1.0404 1.0517
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.1041 1.0965 1.0624
R3 1.0858 1.0782 1.0573
R2 1.0675 1.0675 1.0557
R1 1.0599 1.0599 1.0540 1.0637
PP 1.0492 1.0492 1.0492 1.0511
S1 1.0416 1.0416 1.0506 1.0454
S2 1.0309 1.0309 1.0489
S3 1.0126 1.0233 1.0473
S4 0.9943 1.0050 1.0422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0572 1.0385 0.0187 1.8% 0.0077 0.7% 87% True False 156
10 1.0572 1.0322 0.0250 2.4% 0.0084 0.8% 90% True False 117
20 1.0572 1.0319 0.0253 2.4% 0.0077 0.7% 91% True False 101
40 1.0696 1.0319 0.0377 3.6% 0.0079 0.7% 61% False False 61
60 1.0696 1.0319 0.0377 3.6% 0.0066 0.6% 61% False False 46
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0814
2.618 1.0721
1.618 1.0664
1.000 1.0629
0.618 1.0607
HIGH 1.0572
0.618 1.0550
0.500 1.0544
0.382 1.0537
LOW 1.0515
0.618 1.0480
1.000 1.0458
1.618 1.0423
2.618 1.0366
4.250 1.0273
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 1.0547 1.0531
PP 1.0545 1.0513
S1 1.0544 1.0496

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

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