CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 0.9874 0.9961 0.0087 0.9% 0.9840
High 0.9900 1.0007 0.0107 1.1% 1.0053
Low 0.9819 0.9958 0.0139 1.4% 0.9801
Close 0.9874 0.9991 0.0117 1.2% 0.9929
Range 0.0081 0.0049 -0.0032 -39.5% 0.0252
ATR 0.0073 0.0077 0.0004 5.9% 0.0000
Volume 0 4 4 54
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0132 1.0111 1.0018
R3 1.0083 1.0062 1.0004
R2 1.0034 1.0034 1.0000
R1 1.0013 1.0013 0.9995 1.0024
PP 0.9985 0.9985 0.9985 0.9991
S1 0.9964 0.9964 0.9987 0.9975
S2 0.9936 0.9936 0.9982
S3 0.9887 0.9915 0.9978
S4 0.9838 0.9866 0.9964
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% 0.0097 1.0% 77% False False 22
10 1.0053 0.9778 0.0275 2.8% 0.0069 0.7% 77% False False 11
20 1.0078 0.9778 0.0300 3.0% 0.0056 0.6% 71% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0215
2.618 1.0135
1.618 1.0086
1.000 1.0056
0.618 1.0037
HIGH 1.0007
0.618 0.9988
0.500 0.9983
0.382 0.9977
LOW 0.9958
0.618 0.9928
1.000 0.9909
1.618 0.9879
2.618 0.9830
4.250 0.9750
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 0.9988 0.9958
PP 0.9985 0.9925
S1 0.9983 0.9893

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

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