CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 06-Mar-2017
Day Change Summary
Previous Current
03-Mar-2017 06-Mar-2017 Change Change % Previous Week
Open 0.9933 0.9974 0.0041 0.4% 0.9992
High 0.9986 0.9989 0.0003 0.0% 1.0055
Low 0.9927 0.9934 0.0007 0.1% 0.9918
Close 0.9967 0.9945 -0.0022 -0.2% 0.9967
Range 0.0059 0.0055 -0.0004 -6.8% 0.0137
ATR 0.0069 0.0068 -0.0001 -1.4% 0.0000
Volume 958 5,607 4,649 485.3% 3,244
Daily Pivots for day following 06-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0121 1.0088 0.9975
R3 1.0066 1.0033 0.9960
R2 1.0011 1.0011 0.9955
R1 0.9978 0.9978 0.9950 0.9967
PP 0.9956 0.9956 0.9956 0.9951
S1 0.9923 0.9923 0.9940 0.9912
S2 0.9901 0.9901 0.9935
S3 0.9846 0.9868 0.9930
S4 0.9791 0.9813 0.9915
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0391 1.0316 1.0042
R3 1.0254 1.0179 1.0005
R2 1.0117 1.0117 0.9992
R1 1.0042 1.0042 0.9980 1.0011
PP 0.9980 0.9980 0.9980 0.9965
S1 0.9905 0.9905 0.9954 0.9874
S2 0.9843 0.9843 0.9942
S3 0.9706 0.9768 0.9929
S4 0.9569 0.9631 0.9892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0055 0.9918 0.0137 1.4% 0.0068 0.7% 20% False False 1,758
10 1.0056 0.9918 0.0138 1.4% 0.0065 0.7% 20% False False 924
20 1.0172 0.9918 0.0254 2.6% 0.0066 0.7% 11% False False 485
40 1.0220 0.9854 0.0366 3.7% 0.0069 0.7% 25% False False 247
60 1.0220 0.9778 0.0442 4.4% 0.0064 0.6% 38% False False 168
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 True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0223
2.618 1.0133
1.618 1.0078
1.000 1.0044
0.618 1.0023
HIGH 0.9989
0.618 0.9968
0.500 0.9962
0.382 0.9955
LOW 0.9934
0.618 0.9900
1.000 0.9879
1.618 0.9845
2.618 0.9790
4.250 0.9700
Fisher Pivots for day following 06-Mar-2017
Pivot 1 day 3 day
R1 0.9962 0.9954
PP 0.9956 0.9951
S1 0.9951 0.9948

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

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