CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 0.9860 0.9967 0.0107 1.1% 0.9840
High 0.9895 1.0053 0.0158 1.6% 1.0053
Low 0.9827 0.9878 0.0051 0.5% 0.9801
Close 0.9870 0.9929 0.0059 0.6% 0.9929
Range 0.0068 0.0175 0.0107 157.4% 0.0252
ATR 0.0057 0.0066 0.0009 15.9% 0.0000
Volume 20 34 14 70.0% 54
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0478 1.0379 1.0025
R3 1.0303 1.0204 0.9977
R2 1.0128 1.0128 0.9961
R1 1.0029 1.0029 0.9945 0.9991
PP 0.9953 0.9953 0.9953 0.9935
S1 0.9854 0.9854 0.9913 0.9816
S2 0.9778 0.9778 0.9897
S3 0.9603 0.9679 0.9881
S4 0.9428 0.9504 0.9833
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0684 1.0558 1.0068
R3 1.0432 1.0306 0.9998
R2 1.0180 1.0180 0.9975
R1 1.0054 1.0054 0.9952 1.0117
PP 0.9928 0.9928 0.9928 0.9959
S1 0.9802 0.9802 0.9906 0.9865
S2 0.9676 0.9676 0.9883
S3 0.9424 0.9550 0.9860
S4 0.9172 0.9298 0.9790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0053 0.9801 0.0252 2.5% 0.0068 0.7% 51% True False 11
10 1.0053 0.9801 0.0252 2.5% 0.0058 0.6% 51% True False 9
20 1.0078 0.9801 0.0277 2.8% 0.0050 0.5% 46% False False 7
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 0.0020
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0797
2.618 1.0511
1.618 1.0336
1.000 1.0228
0.618 1.0161
HIGH 1.0053
0.618 0.9986
0.500 0.9966
0.382 0.9945
LOW 0.9878
0.618 0.9770
1.000 0.9703
1.618 0.9595
2.618 0.9420
4.250 0.9134
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 0.9966 0.9928
PP 0.9953 0.9928
S1 0.9941 0.9927

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

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