CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 0.9961 0.9994 0.0033 0.3% 0.9892
High 1.0007 0.9999 -0.0008 -0.1% 1.0007
Low 0.9958 0.9915 -0.0043 -0.4% 0.9778
Close 0.9991 0.9919 -0.0072 -0.7% 0.9919
Range 0.0049 0.0084 0.0035 71.4% 0.0229
ATR 0.0077 0.0077 0.0001 0.7% 0.0000
Volume 4 39 35 875.0% 95
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0196 1.0142 0.9965
R3 1.0112 1.0058 0.9942
R2 1.0028 1.0028 0.9934
R1 0.9974 0.9974 0.9927 0.9959
PP 0.9944 0.9944 0.9944 0.9937
S1 0.9890 0.9890 0.9911 0.9875
S2 0.9860 0.9860 0.9904
S3 0.9776 0.9806 0.9896
S4 0.9692 0.9722 0.9873
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0588 1.0483 1.0045
R3 1.0359 1.0254 0.9982
R2 1.0130 1.0130 0.9961
R1 1.0025 1.0025 0.9940 1.0078
PP 0.9901 0.9901 0.9901 0.9928
S1 0.9796 0.9796 0.9898 0.9849
S2 0.9672 0.9672 0.9877
S3 0.9443 0.9567 0.9856
S4 0.9214 0.9338 0.9793
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% 0.0101 1.0% 51% False False 25
10 1.0053 0.9778 0.0275 2.8% 0.0071 0.7% 51% False False 15
20 1.0078 0.9778 0.0300 3.0% 0.0060 0.6% 47% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0356
2.618 1.0219
1.618 1.0135
1.000 1.0083
0.618 1.0051
HIGH 0.9999
0.618 0.9967
0.500 0.9957
0.382 0.9947
LOW 0.9915
0.618 0.9863
1.000 0.9831
1.618 0.9779
2.618 0.9695
4.250 0.9558
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 0.9957 0.9917
PP 0.9944 0.9915
S1 0.9932 0.9913

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

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