CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 0.9966 0.9994 0.0028 0.3% 1.0051
High 1.0013 1.0040 0.0027 0.3% 1.0056
Low 0.9954 0.9987 0.0033 0.3% 0.9931
Close 0.9997 0.9995 -0.0002 0.0% 0.9995
Range 0.0059 0.0053 -0.0006 -10.2% 0.0125
ATR 0.0070 0.0069 -0.0001 -1.7% 0.0000
Volume 191 80 -111 -58.1% 390
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0166 1.0134 1.0024
R3 1.0113 1.0081 1.0010
R2 1.0060 1.0060 1.0005
R1 1.0028 1.0028 1.0000 1.0044
PP 1.0007 1.0007 1.0007 1.0016
S1 0.9975 0.9975 0.9990 0.9991
S2 0.9954 0.9954 0.9985
S3 0.9901 0.9922 0.9980
S4 0.9848 0.9869 0.9966
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0369 1.0307 1.0064
R3 1.0244 1.0182 1.0029
R2 1.0119 1.0119 1.0018
R1 1.0057 1.0057 1.0006 1.0026
PP 0.9994 0.9994 0.9994 0.9978
S1 0.9932 0.9932 0.9984 0.9901
S2 0.9869 0.9869 0.9972
S3 0.9744 0.9807 0.9961
S4 0.9619 0.9682 0.9926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0100 0.9931 0.0169 1.7% 0.0065 0.6% 38% False False 87
10 1.0103 0.9931 0.0172 1.7% 0.0062 0.6% 37% False False 78
20 1.0220 0.9931 0.0289 2.9% 0.0067 0.7% 22% False False 48
40 1.0220 0.9778 0.0442 4.4% 0.0072 0.7% 49% False False 29
60 1.0220 0.9778 0.0442 4.4% 0.0061 0.6% 49% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0265
2.618 1.0179
1.618 1.0126
1.000 1.0093
0.618 1.0073
HIGH 1.0040
0.618 1.0020
0.500 1.0014
0.382 1.0007
LOW 0.9987
0.618 0.9954
1.000 0.9934
1.618 0.9901
2.618 0.9848
4.250 0.9762
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 1.0014 0.9992
PP 1.0007 0.9989
S1 1.0001 0.9986

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

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