CME Swiss Franc Future March 2017


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Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 1.0030 1.0020 -0.0010 -0.1% 1.0006
High 1.0055 1.0053 -0.0002 0.0% 1.0067
Low 0.9997 0.9992 -0.0005 -0.1% 0.9992
Close 1.0030 1.0034 0.0004 0.0% 1.0034
Range 0.0058 0.0061 0.0003 5.2% 0.0075
ATR 0.0082 0.0080 -0.0001 -1.8% 0.0000
Volume 23,420 16,036 -7,384 -31.5% 88,886
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0209 1.0183 1.0068
R3 1.0148 1.0122 1.0051
R2 1.0087 1.0087 1.0045
R1 1.0061 1.0061 1.0040 1.0074
PP 1.0026 1.0026 1.0026 1.0033
S1 1.0000 1.0000 1.0028 1.0013
S2 0.9965 0.9965 1.0023
S3 0.9904 0.9939 1.0017
S4 0.9843 0.9878 1.0000
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0256 1.0220 1.0075
R3 1.0181 1.0145 1.0055
R2 1.0106 1.0106 1.0048
R1 1.0070 1.0070 1.0041 1.0088
PP 1.0031 1.0031 1.0031 1.0040
S1 0.9995 0.9995 1.0027 1.0013
S2 0.9956 0.9956 1.0020
S3 0.9881 0.9920 1.0013
S4 0.9806 0.9845 0.9993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0067 0.9992 0.0075 0.7% 0.0059 0.6% 56% False True 17,777
10 1.0067 0.9894 0.0173 1.7% 0.0074 0.7% 81% False False 20,725
20 1.0067 0.9713 0.0354 3.5% 0.0090 0.9% 91% False False 22,587
40 1.0067 0.9713 0.0354 3.5% 0.0082 0.8% 91% False False 17,005
60 1.0544 0.9713 0.0831 8.3% 0.0082 0.8% 39% False False 11,355
80 1.0544 0.9713 0.0831 8.3% 0.0074 0.7% 39% False False 8,517
100 1.0544 0.9713 0.0831 8.3% 0.0069 0.7% 39% False False 6,816
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0312
2.618 1.0213
1.618 1.0152
1.000 1.0114
0.618 1.0091
HIGH 1.0053
0.618 1.0030
0.500 1.0023
0.382 1.0015
LOW 0.9992
0.618 0.9954
1.000 0.9931
1.618 0.9893
2.618 0.9832
4.250 0.9733
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 1.0030 1.0031
PP 1.0026 1.0028
S1 1.0023 1.0025

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

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