CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 1.0051 0.9960 -0.0091 -0.9% 1.0045
High 1.0056 0.9990 -0.0066 -0.7% 1.0103
Low 0.9966 0.9931 -0.0035 -0.4% 0.9955
Close 0.9985 0.9977 -0.0008 -0.1% 1.0038
Range 0.0090 0.0059 -0.0031 -34.4% 0.0148
ATR 0.0072 0.0071 -0.0001 -1.3% 0.0000
Volume 71 48 -23 -32.4% 322
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0143 1.0119 1.0009
R3 1.0084 1.0060 0.9993
R2 1.0025 1.0025 0.9988
R1 1.0001 1.0001 0.9982 1.0013
PP 0.9966 0.9966 0.9966 0.9972
S1 0.9942 0.9942 0.9972 0.9954
S2 0.9907 0.9907 0.9966
S3 0.9848 0.9883 0.9961
S4 0.9789 0.9824 0.9945
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 0.9931 0.0172 1.7% 0.0072 0.7% 27% False True 66
10 1.0144 0.9931 0.0213 2.1% 0.0066 0.7% 22% False True 53
20 1.0220 0.9931 0.0289 2.9% 0.0067 0.7% 16% False True 34
40 1.0220 0.9778 0.0442 4.4% 0.0071 0.7% 45% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0241
2.618 1.0144
1.618 1.0085
1.000 1.0049
0.618 1.0026
HIGH 0.9990
0.618 0.9967
0.500 0.9961
0.382 0.9954
LOW 0.9931
0.618 0.9895
1.000 0.9872
1.618 0.9836
2.618 0.9777
4.250 0.9680
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 0.9972 1.0016
PP 0.9966 1.0003
S1 0.9961 0.9990

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

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