CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 0.9977 1.0000 0.0023 0.2% 1.0061
High 0.9977 1.0009 0.0032 0.3% 1.0078
Low 0.9977 0.9993 0.0016 0.2% 0.9921
Close 0.9977 0.9993 0.0016 0.2% 0.9945
Range 0.0000 0.0016 0.0016 0.0157
ATR
Volume 0 26 26 0
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0046 1.0036 1.0002
R3 1.0030 1.0020 0.9997
R2 1.0014 1.0014 0.9996
R1 1.0004 1.0004 0.9994 1.0001
PP 0.9998 0.9998 0.9998 0.9997
S1 0.9988 0.9988 0.9992 0.9985
S2 0.9982 0.9982 0.9990
S3 0.9966 0.9972 0.9989
S4 0.9950 0.9956 0.9984
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0452 1.0356 1.0031
R3 1.0295 1.0199 0.9988
R2 1.0138 1.0138 0.9974
R1 1.0042 1.0042 0.9959 1.0012
PP 0.9981 0.9981 0.9981 0.9966
S1 0.9885 0.9885 0.9931 0.9855
S2 0.9824 0.9824 0.9916
S3 0.9667 0.9728 0.9902
S4 0.9510 0.9571 0.9859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0078 0.9921 0.0157 1.6% 0.0033 0.3% 46% False False 5
10 1.0078 0.9921 0.0157 1.6% 0.0031 0.3% 46% False False 2
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0077
2.618 1.0051
1.618 1.0035
1.000 1.0025
0.618 1.0019
HIGH 1.0009
0.618 1.0003
0.500 1.0001
0.382 0.9999
LOW 0.9993
0.618 0.9983
1.000 0.9977
1.618 0.9967
2.618 0.9951
4.250 0.9925
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 1.0001 0.9984
PP 0.9998 0.9974
S1 0.9996 0.9965

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

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