CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 1.0086 1.0076 -0.0010 -0.1% 1.0089
High 1.0114 1.0112 -0.0002 0.0% 1.0125
Low 1.0061 1.0058 -0.0003 0.0% 1.0058
Close 1.0092 1.0096 0.0004 0.0% 1.0096
Range 0.0053 0.0054 0.0001 1.9% 0.0067
ATR 0.0073 0.0072 -0.0001 -1.9% 0.0000
Volume 3 6 3 100.0% 21
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0251 1.0227 1.0126
R3 1.0197 1.0173 1.0111
R2 1.0143 1.0143 1.0106
R1 1.0119 1.0119 1.0101 1.0131
PP 1.0089 1.0089 1.0089 1.0095
S1 1.0065 1.0065 1.0091 1.0077
S2 1.0035 1.0035 1.0086
S3 0.9981 1.0011 1.0081
S4 0.9927 0.9957 1.0066
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0294 1.0262 1.0133
R3 1.0227 1.0195 1.0114
R2 1.0160 1.0160 1.0108
R1 1.0128 1.0128 1.0102 1.0144
PP 1.0093 1.0093 1.0093 1.0101
S1 1.0061 1.0061 1.0090 1.0077
S2 1.0026 1.0026 1.0084
S3 0.9959 0.9994 1.0078
S4 0.9892 0.9927 1.0059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0125 1.0058 0.0067 0.7% 0.0053 0.5% 57% False True 4
10 1.0125 0.9961 0.0164 1.6% 0.0065 0.6% 82% False False 4
20 1.0125 0.9778 0.0347 3.4% 0.0078 0.8% 92% False False 10
40 1.0125 0.9778 0.0347 3.4% 0.0058 0.6% 92% False False 7
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0342
2.618 1.0253
1.618 1.0199
1.000 1.0166
0.618 1.0145
HIGH 1.0112
0.618 1.0091
0.500 1.0085
0.382 1.0079
LOW 1.0058
0.618 1.0025
1.000 1.0004
1.618 0.9971
2.618 0.9917
4.250 0.9829
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 1.0092 1.0093
PP 1.0089 1.0091
S1 1.0085 1.0088

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

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