CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 17-Feb-2017
Day Change Summary
Previous Current
16-Feb-2017 17-Feb-2017 Change Change % Previous Week
Open 1.0030 1.0088 0.0058 0.6% 1.0045
High 1.0103 1.0100 -0.0003 0.0% 1.0103
Low 1.0022 1.0038 0.0016 0.2% 0.9955
Close 1.0100 1.0038 -0.0062 -0.6% 1.0038
Range 0.0081 0.0062 -0.0019 -23.5% 0.0148
ATR 0.0071 0.0071 -0.0001 -0.9% 0.0000
Volume 99 47 -52 -52.5% 322
Daily Pivots for day following 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0245 1.0203 1.0072
R3 1.0183 1.0141 1.0055
R2 1.0121 1.0121 1.0049
R1 1.0079 1.0079 1.0044 1.0069
PP 1.0059 1.0059 1.0059 1.0054
S1 1.0017 1.0017 1.0032 1.0007
S2 0.9997 0.9997 1.0027
S3 0.9935 0.9955 1.0021
S4 0.9873 0.9893 1.0004
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0476 1.0405 1.0119
R3 1.0328 1.0257 1.0079
R2 1.0180 1.0180 1.0065
R1 1.0109 1.0109 1.0052 1.0071
PP 1.0032 1.0032 1.0032 1.0013
S1 0.9961 0.9961 1.0024 0.9923
S2 0.9884 0.9884 1.0011
S3 0.9736 0.9813 0.9997
S4 0.9588 0.9665 0.9957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0103 0.9955 0.0148 1.5% 0.0062 0.6% 56% False False 64
10 1.0172 0.9955 0.0217 2.2% 0.0066 0.7% 38% False False 46
20 1.0220 0.9955 0.0265 2.6% 0.0065 0.6% 31% False False 29
40 1.0220 0.9778 0.0442 4.4% 0.0070 0.7% 59% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0364
2.618 1.0262
1.618 1.0200
1.000 1.0162
0.618 1.0138
HIGH 1.0100
0.618 1.0076
0.500 1.0069
0.382 1.0062
LOW 1.0038
0.618 1.0000
1.000 0.9976
1.618 0.9938
2.618 0.9876
4.250 0.9775
Fisher Pivots for day following 17-Feb-2017
Pivot 1 day 3 day
R1 1.0069 1.0035
PP 1.0059 1.0032
S1 1.0048 1.0029

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

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