CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 12-Jan-2017
Day Change Summary
Previous Current
11-Jan-2017 12-Jan-2017 Change Change % Previous Week
Open 0.9925 1.0026 0.0101 1.0% 0.9892
High 0.9992 1.0034 0.0042 0.4% 1.0007
Low 0.9854 0.9948 0.0094 1.0% 0.9778
Close 0.9950 0.9991 0.0041 0.4% 0.9919
Range 0.0138 0.0086 -0.0052 -37.7% 0.0229
ATR 0.0079 0.0079 0.0001 0.6% 0.0000
Volume 6 4 -2 -33.3% 95
Daily Pivots for day following 12-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0249 1.0206 1.0038
R3 1.0163 1.0120 1.0015
R2 1.0077 1.0077 1.0007
R1 1.0034 1.0034 0.9999 1.0013
PP 0.9991 0.9991 0.9991 0.9980
S1 0.9948 0.9948 0.9983 0.9927
S2 0.9905 0.9905 0.9975
S3 0.9819 0.9862 0.9967
S4 0.9733 0.9776 0.9944
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 1.0034 0.9854 0.0180 1.8% 0.0084 0.8% 76% True False 12
10 1.0053 0.9778 0.0275 2.8% 0.0090 0.9% 77% False False 17
20 1.0053 0.9778 0.0275 2.8% 0.0069 0.7% 77% False False 12
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0400
2.618 1.0259
1.618 1.0173
1.000 1.0120
0.618 1.0087
HIGH 1.0034
0.618 1.0001
0.500 0.9991
0.382 0.9981
LOW 0.9948
0.618 0.9895
1.000 0.9862
1.618 0.9809
2.618 0.9723
4.250 0.9583
Fisher Pivots for day following 12-Jan-2017
Pivot 1 day 3 day
R1 0.9991 0.9975
PP 0.9991 0.9960
S1 0.9991 0.9944

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

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