CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 25-Apr-2017
Day Change Summary
Previous Current
24-Apr-2017 25-Apr-2017 Change Change % Previous Week
Open 1.0163 1.0135 -0.0028 -0.3% 1.0060
High 1.0177 1.0171 -0.0006 -0.1% 1.0152
Low 1.0115 1.0124 0.0009 0.1% 1.0029
Close 1.0131 1.0163 0.0032 0.3% 1.0111
Range 0.0062 0.0047 -0.0015 -24.2% 0.0123
ATR 0.0051 0.0050 0.0000 -0.5% 0.0000
Volume 2 2 0 0.0% 69
Daily Pivots for day following 25-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0294 1.0275 1.0189
R3 1.0247 1.0228 1.0176
R2 1.0200 1.0200 1.0172
R1 1.0181 1.0181 1.0167 1.0191
PP 1.0153 1.0153 1.0153 1.0157
S1 1.0134 1.0134 1.0159 1.0144
S2 1.0106 1.0106 1.0154
S3 1.0059 1.0087 1.0150
S4 1.0012 1.0040 1.0137
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 1.0096 0.0081 0.8% 0.0044 0.4% 83% False False 8
10 1.0177 1.0012 0.0165 1.6% 0.0051 0.5% 92% False False 11
20 1.0280 0.9996 0.0284 2.8% 0.0050 0.5% 59% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0371
2.618 1.0294
1.618 1.0247
1.000 1.0218
0.618 1.0200
HIGH 1.0171
0.618 1.0153
0.500 1.0148
0.382 1.0142
LOW 1.0124
0.618 1.0095
1.000 1.0077
1.618 1.0048
2.618 1.0001
4.250 0.9924
Fisher Pivots for day following 25-Apr-2017
Pivot 1 day 3 day
R1 1.0158 1.0154
PP 1.0153 1.0145
S1 1.0148 1.0137

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

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