CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 0.9960 0.9966 0.0006 0.1% 1.0045
High 0.9990 1.0013 0.0023 0.2% 1.0103
Low 0.9931 0.9954 0.0023 0.2% 0.9955
Close 0.9977 0.9997 0.0020 0.2% 1.0038
Range 0.0059 0.0059 0.0000 0.0% 0.0148
ATR 0.0071 0.0070 -0.0001 -1.2% 0.0000
Volume 48 191 143 297.9% 322
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0165 1.0140 1.0029
R3 1.0106 1.0081 1.0013
R2 1.0047 1.0047 1.0008
R1 1.0022 1.0022 1.0002 1.0035
PP 0.9988 0.9988 0.9988 0.9994
S1 0.9963 0.9963 0.9992 0.9976
S2 0.9929 0.9929 0.9986
S3 0.9870 0.9904 0.9981
S4 0.9811 0.9845 0.9965
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% 0.0070 0.7% 38% False False 91
10 1.0136 0.9931 0.0205 2.1% 0.0065 0.6% 32% False False 71
20 1.0220 0.9931 0.0289 2.9% 0.0067 0.7% 23% False False 44
40 1.0220 0.9778 0.0442 4.4% 0.0072 0.7% 50% False False 27
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 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0264
2.618 1.0167
1.618 1.0108
1.000 1.0072
0.618 1.0049
HIGH 1.0013
0.618 0.9990
0.500 0.9984
0.382 0.9977
LOW 0.9954
0.618 0.9918
1.000 0.9895
1.618 0.9859
2.618 0.9800
4.250 0.9703
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 0.9993 0.9996
PP 0.9988 0.9995
S1 0.9984 0.9994

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

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