CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 14-Feb-2017
Day Change Summary
Previous Current
13-Feb-2017 14-Feb-2017 Change Change % Previous Week
Open 1.0045 1.0023 -0.0022 -0.2% 1.0115
High 1.0052 1.0039 -0.0013 -0.1% 1.0172
Low 1.0004 0.9990 -0.0014 -0.1% 1.0012
Close 1.0016 1.0003 -0.0013 -0.1% 1.0038
Range 0.0048 0.0049 0.0001 2.1% 0.0160
ATR 0.0071 0.0069 -0.0002 -2.2% 0.0000
Volume 23 87 64 278.3% 141
Daily Pivots for day following 14-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0158 1.0129 1.0030
R3 1.0109 1.0080 1.0016
R2 1.0060 1.0060 1.0012
R1 1.0031 1.0031 1.0007 1.0021
PP 1.0011 1.0011 1.0011 1.0006
S1 0.9982 0.9982 0.9999 0.9972
S2 0.9962 0.9962 0.9994
S3 0.9913 0.9933 0.9990
S4 0.9864 0.9884 0.9976
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0554 1.0456 1.0126
R3 1.0394 1.0296 1.0082
R2 1.0234 1.0234 1.0067
R1 1.0136 1.0136 1.0053 1.0105
PP 1.0074 1.0074 1.0074 1.0059
S1 0.9976 0.9976 1.0023 0.9945
S2 0.9914 0.9914 1.0009
S3 0.9754 0.9816 0.9994
S4 0.9594 0.9656 0.9950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0144 0.9990 0.0154 1.5% 0.0059 0.6% 8% False True 40
10 1.0209 0.9990 0.0219 2.2% 0.0061 0.6% 6% False True 28
20 1.0220 0.9971 0.0249 2.5% 0.0064 0.6% 13% False False 19
40 1.0220 0.9778 0.0442 4.4% 0.0068 0.7% 51% False False 15
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0247
2.618 1.0167
1.618 1.0118
1.000 1.0088
0.618 1.0069
HIGH 1.0039
0.618 1.0020
0.500 1.0015
0.382 1.0009
LOW 0.9990
0.618 0.9960
1.000 0.9941
1.618 0.9911
2.618 0.9862
4.250 0.9782
Fisher Pivots for day following 14-Feb-2017
Pivot 1 day 3 day
R1 1.0015 1.0026
PP 1.0011 1.0018
S1 1.0007 1.0011

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

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