CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 24-Apr-2017
Day Change Summary
Previous Current
21-Apr-2017 24-Apr-2017 Change Change % Previous Week
Open 1.0111 1.0163 0.0052 0.5% 1.0060
High 1.0133 1.0177 0.0044 0.4% 1.0152
Low 1.0096 1.0115 0.0019 0.2% 1.0029
Close 1.0111 1.0131 0.0020 0.2% 1.0111
Range 0.0037 0.0062 0.0025 67.6% 0.0123
ATR 0.0049 0.0051 0.0001 2.4% 0.0000
Volume 0 2 2 69
Daily Pivots for day following 24-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0327 1.0291 1.0165
R3 1.0265 1.0229 1.0148
R2 1.0203 1.0203 1.0142
R1 1.0167 1.0167 1.0137 1.0154
PP 1.0141 1.0141 1.0141 1.0135
S1 1.0105 1.0105 1.0125 1.0092
S2 1.0079 1.0079 1.0120
S3 1.0017 1.0043 1.0114
S4 0.9955 0.9981 1.0097
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0466 1.0412 1.0179
R3 1.0343 1.0289 1.0145
R2 1.0220 1.0220 1.0134
R1 1.0166 1.0166 1.0122 1.0193
PP 1.0097 1.0097 1.0097 1.0111
S1 1.0043 1.0043 1.0100 1.0070
S2 0.9974 0.9974 1.0088
S3 0.9851 0.9920 1.0077
S4 0.9728 0.9797 1.0043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0177 1.0051 0.0126 1.2% 0.0053 0.5% 63% True False 9
10 1.0177 0.9996 0.0181 1.8% 0.0050 0.5% 75% True False 13
20 1.0301 0.9996 0.0305 3.0% 0.0049 0.5% 44% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0441
2.618 1.0339
1.618 1.0277
1.000 1.0239
0.618 1.0215
HIGH 1.0177
0.618 1.0153
0.500 1.0146
0.382 1.0139
LOW 1.0115
0.618 1.0077
1.000 1.0053
1.618 1.0015
2.618 0.9953
4.250 0.9852
Fisher Pivots for day following 24-Apr-2017
Pivot 1 day 3 day
R1 1.0146 1.0137
PP 1.0141 1.0135
S1 1.0136 1.0133

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

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