CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	1.0067	1.0086	0.0019	0.2%	1.0072
High	1.0118	1.0114	-0.0004	0.0%	1.0095
Low	1.0063	1.0061	-0.0002	0.0%	0.9961
Close	1.0086	1.0092	0.0006	0.1%	1.0073
Range	0.0055	0.0053	-0.0002	-3.6%	0.0134
ATR	0.0075	0.0073	-0.0002	-2.1%	0.0000
Volume	4	3	-1	-25.0%	20

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0248	1.0223	1.0121
R3	1.0195	1.0170	1.0107
R2	1.0142	1.0142	1.0102
R1	1.0117	1.0117	1.0097	1.0130
PP	1.0089	1.0089	1.0089	1.0095
S1	1.0064	1.0064	1.0087	1.0077
S2	1.0036	1.0036	1.0082
S3	0.9983	1.0011	1.0077
S4	0.9930	0.9958	1.0063

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0445	1.0393	1.0147
R3	1.0311	1.0259	1.0110
R2	1.0177	1.0177	1.0098
R1	1.0125	1.0125	1.0085	1.0151
PP	1.0043	1.0043	1.0043	1.0056
S1	0.9991	0.9991	1.0061	1.0017
S2	0.9909	0.9909	1.0048
S3	0.9775	0.9857	1.0036
S4	0.9641	0.9723	0.9999

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0125	0.9997	0.0128	1.3%	0.0058	0.6%	74%	False	False	3
10	1.0125	0.9948	0.0177	1.8%	0.0069	0.7%	81%	False	False	4
20	1.0125	0.9778	0.0347	3.4%	0.0078	0.8%	90%	False	False	10
40	1.0125	0.9778	0.0347	3.4%	0.0058	0.6%	90%	False	False	7

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0339
2.618	1.0253
1.618	1.0200
1.000	1.0167
0.618	1.0147
HIGH	1.0114
0.618	1.0094
0.500	1.0088
0.382	1.0081
LOW	1.0061
0.618	1.0028
1.000	1.0008
1.618	0.9975
2.618	0.9922
4.250	0.9836

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	1.0091	1.0093
PP	1.0089	1.0093
S1	1.0088	1.0092

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols