CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 0.9840 0.9835 -0.0005 -0.1% 0.9850
High 0.9840 0.9848 0.0008 0.1% 0.9898
Low 0.9822 0.9801 -0.0021 -0.2% 0.9808
Close 0.9840 0.9835 -0.0005 -0.1% 0.9847
Range 0.0018 0.0047 0.0029 161.1% 0.0090
ATR 0.0057 0.0056 -0.0001 -1.2% 0.0000
Volume
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9969 0.9949 0.9861
R3 0.9922 0.9902 0.9848
R2 0.9875 0.9875 0.9844
R1 0.9855 0.9855 0.9839 0.9859
PP 0.9828 0.9828 0.9828 0.9830
S1 0.9808 0.9808 0.9831 0.9812
S2 0.9781 0.9781 0.9826
S3 0.9734 0.9761 0.9822
S4 0.9687 0.9714 0.9809
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0121 1.0074 0.9897
R3 1.0031 0.9984 0.9872
R2 0.9941 0.9941 0.9864
R1 0.9894 0.9894 0.9855 0.9873
PP 0.9851 0.9851 0.9851 0.9840
S1 0.9804 0.9804 0.9839 0.9783
S2 0.9761 0.9761 0.9831
S3 0.9671 0.9714 0.9822
S4 0.9581 0.9624 0.9798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9895 0.9801 0.0094 1.0% 0.0040 0.4% 36% False True 1
10 1.0028 0.9801 0.0227 2.3% 0.0047 0.5% 15% False True 7
20 1.0078 0.9801 0.0277 2.8% 0.0039 0.4% 12% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0048
2.618 0.9971
1.618 0.9924
1.000 0.9895
0.618 0.9877
HIGH 0.9848
0.618 0.9830
0.500 0.9825
0.382 0.9819
LOW 0.9801
0.618 0.9772
1.000 0.9754
1.618 0.9725
2.618 0.9678
4.250 0.9601
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 0.9832 0.9837
PP 0.9828 0.9836
S1 0.9825 0.9836

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

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