CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 0.9967 0.9892 -0.0075 -0.8% 0.9840
High 1.0053 0.9892 -0.0161 -1.6% 1.0053
Low 0.9878 0.9778 -0.0100 -1.0% 0.9801
Close 0.9929 0.9838 -0.0091 -0.9% 0.9929
Range 0.0175 0.0114 -0.0061 -34.9% 0.0252
ATR 0.0066 0.0072 0.0006 9.2% 0.0000
Volume 34 52 18 52.9% 54
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0178 1.0122 0.9901
R3 1.0064 1.0008 0.9869
R2 0.9950 0.9950 0.9859
R1 0.9894 0.9894 0.9848 0.9865
PP 0.9836 0.9836 0.9836 0.9822
S1 0.9780 0.9780 0.9828 0.9751
S2 0.9722 0.9722 0.9817
S3 0.9608 0.9666 0.9807
S4 0.9494 0.9552 0.9775
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 0.9778 0.0275 2.8% 0.0084 0.9% 22% False True 21
10 1.0053 0.9778 0.0275 2.8% 0.0066 0.7% 22% False True 13
20 1.0078 0.9778 0.0300 3.0% 0.0054 0.6% 20% False True 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0377
2.618 1.0190
1.618 1.0076
1.000 1.0006
0.618 0.9962
HIGH 0.9892
0.618 0.9848
0.500 0.9835
0.382 0.9822
LOW 0.9778
0.618 0.9708
1.000 0.9664
1.618 0.9594
2.618 0.9480
4.250 0.9293
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 0.9837 0.9916
PP 0.9836 0.9890
S1 0.9835 0.9864

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

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