CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary
Previous Current
25-Oct-2017 26-Oct-2017 Change Change % Previous Week
Open 1.0123 1.0141 0.0018 0.2% 1.0302
High 1.0166 1.0157 -0.0009 -0.1% 1.0318
Low 1.0094 1.0052 -0.0042 -0.4% 1.0186
Close 1.0143 1.0057 -0.0086 -0.8% 1.0190
Range 0.0072 0.0105 0.0033 45.8% 0.0132
ATR 0.0072 0.0074 0.0002 3.3% 0.0000
Volume 35,577 37,996 2,419 6.8% 128,159
Daily Pivots for day following 26-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0404 1.0335 1.0115
R3 1.0299 1.0230 1.0086
R2 1.0194 1.0194 1.0076
R1 1.0125 1.0125 1.0067 1.0107
PP 1.0089 1.0089 1.0089 1.0080
S1 1.0020 1.0020 1.0047 1.0002
S2 0.9984 0.9984 1.0038
S3 0.9879 0.9915 1.0028
S4 0.9774 0.9810 0.9999
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0627 1.0541 1.0263
R3 1.0495 1.0409 1.0226
R2 1.0363 1.0363 1.0214
R1 1.0277 1.0277 1.0202 1.0254
PP 1.0231 1.0231 1.0231 1.0220
S1 1.0145 1.0145 1.0178 1.0122
S2 1.0099 1.0099 1.0166
S3 0.9967 1.0013 1.0154
S4 0.9835 0.9881 1.0117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0286 1.0052 0.0234 2.3% 0.0081 0.8% 2% False True 31,030
10 1.0346 1.0052 0.0294 2.9% 0.0073 0.7% 2% False True 27,398
20 1.0392 1.0052 0.0340 3.4% 0.0066 0.7% 1% False True 24,268
40 1.0681 1.0052 0.0629 6.3% 0.0077 0.8% 1% False True 21,293
60 1.0683 1.0052 0.0631 6.3% 0.0080 0.8% 1% False True 14,239
80 1.0696 1.0052 0.0644 6.4% 0.0080 0.8% 1% False True 10,684
100 1.0696 1.0052 0.0644 6.4% 0.0073 0.7% 1% False True 8,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0603
2.618 1.0432
1.618 1.0327
1.000 1.0262
0.618 1.0222
HIGH 1.0157
0.618 1.0117
0.500 1.0105
0.382 1.0092
LOW 1.0052
0.618 0.9987
1.000 0.9947
1.618 0.9882
2.618 0.9777
4.250 0.9606
Fisher Pivots for day following 26-Oct-2017
Pivot 1 day 3 day
R1 1.0105 1.0126
PP 1.0089 1.0103
S1 1.0073 1.0080

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

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