CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 0.9932 0.9925 -0.0007 -0.1% 0.9892
High 0.9981 0.9992 0.0011 0.1% 1.0007
Low 0.9922 0.9854 -0.0068 -0.7% 0.9778
Close 0.9932 0.9950 0.0018 0.2% 0.9919
Range 0.0059 0.0138 0.0079 133.9% 0.0229
ATR 0.0074 0.0079 0.0005 6.1% 0.0000
Volume 2 6 4 200.0% 95
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0346 1.0286 1.0026
R3 1.0208 1.0148 0.9988
R2 1.0070 1.0070 0.9975
R1 1.0010 1.0010 0.9963 1.0040
PP 0.9932 0.9932 0.9932 0.9947
S1 0.9872 0.9872 0.9937 0.9902
S2 0.9794 0.9794 0.9925
S3 0.9656 0.9734 0.9912
S4 0.9518 0.9596 0.9874
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 1.0007 0.9854 0.0153 1.5% 0.0076 0.8% 63% False True 12
10 1.0053 0.9778 0.0275 2.8% 0.0087 0.9% 63% False False 16
20 1.0053 0.9778 0.0275 2.8% 0.0065 0.7% 63% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0578
2.618 1.0353
1.618 1.0215
1.000 1.0130
0.618 1.0077
HIGH 0.9992
0.618 0.9939
0.500 0.9923
0.382 0.9907
LOW 0.9854
0.618 0.9769
1.000 0.9716
1.618 0.9631
2.618 0.9493
4.250 0.9268
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 0.9941 0.9941
PP 0.9932 0.9932
S1 0.9923 0.9923

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

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