CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 0.9835 0.9860 0.0025 0.3% 0.9850
High 0.9848 0.9895 0.0047 0.5% 0.9898
Low 0.9801 0.9827 0.0026 0.3% 0.9808
Close 0.9835 0.9870 0.0035 0.4% 0.9847
Range 0.0047 0.0068 0.0021 44.7% 0.0090
ATR 0.0056 0.0057 0.0001 1.5% 0.0000
Volume 0 20 20 25
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0068 1.0037 0.9907
R3 1.0000 0.9969 0.9889
R2 0.9932 0.9932 0.9882
R1 0.9901 0.9901 0.9876 0.9917
PP 0.9864 0.9864 0.9864 0.9872
S1 0.9833 0.9833 0.9864 0.9849
S2 0.9796 0.9796 0.9858
S3 0.9728 0.9765 0.9851
S4 0.9660 0.9697 0.9833
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% 0.0042 0.4% 73% True False 4
10 0.9898 0.9801 0.0097 1.0% 0.0042 0.4% 71% False False 5
20 1.0078 0.9801 0.0277 2.8% 0.0041 0.4% 25% False False 6
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 0.0011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0184
2.618 1.0073
1.618 1.0005
1.000 0.9963
0.618 0.9937
HIGH 0.9895
0.618 0.9869
0.500 0.9861
0.382 0.9853
LOW 0.9827
0.618 0.9785
1.000 0.9759
1.618 0.9717
2.618 0.9649
4.250 0.9538
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 0.9867 0.9863
PP 0.9864 0.9855
S1 0.9861 0.9848

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

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