CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 02-Aug-2017
Day Change Summary
Previous Current
01-Aug-2017 02-Aug-2017 Change Change % Previous Week
Open 1.0447 1.0440 -0.0007 -0.1% 1.0683
High 1.0472 1.0454 -0.0018 -0.2% 1.0686
Low 1.0422 1.0388 -0.0034 -0.3% 1.0375
Close 1.0443 1.0400 -0.0043 -0.4% 1.0423
Range 0.0050 0.0066 0.0016 32.0% 0.0311
ATR 0.0077 0.0076 -0.0001 -1.0% 0.0000
Volume 13 8 -5 -38.5% 210
Daily Pivots for day following 02-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0612 1.0572 1.0436
R3 1.0546 1.0506 1.0418
R2 1.0480 1.0480 1.0412
R1 1.0440 1.0440 1.0406 1.0427
PP 1.0414 1.0414 1.0414 1.0408
S1 1.0374 1.0374 1.0394 1.0361
S2 1.0348 1.0348 1.0388
S3 1.0282 1.0308 1.0382
S4 1.0216 1.0242 1.0364
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1428 1.1236 1.0594
R3 1.1117 1.0925 1.0509
R2 1.0806 1.0806 1.0480
R1 1.0614 1.0614 1.0452 1.0555
PP 1.0495 1.0495 1.0495 1.0465
S1 1.0303 1.0303 1.0394 1.0244
S2 1.0184 1.0184 1.0366
S3 0.9873 0.9992 1.0337
S4 0.9562 0.9681 1.0252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0630 1.0375 0.0255 2.5% 0.0095 0.9% 10% False False 31
10 1.0696 1.0375 0.0321 3.1% 0.0094 0.9% 8% False False 35
20 1.0696 1.0375 0.0321 3.1% 0.0080 0.8% 8% False False 21
40 1.0696 1.0364 0.0332 3.2% 0.0063 0.6% 11% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0735
2.618 1.0627
1.618 1.0561
1.000 1.0520
0.618 1.0495
HIGH 1.0454
0.618 1.0429
0.500 1.0421
0.382 1.0413
LOW 1.0388
0.618 1.0347
1.000 1.0322
1.618 1.0281
2.618 1.0215
4.250 1.0108
Fisher Pivots for day following 02-Aug-2017
Pivot 1 day 3 day
R1 1.0421 1.0430
PP 1.0414 1.0420
S1 1.0407 1.0410

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

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