CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 1.0070 1.0120 0.0050 0.5% 1.0152
High 1.0122 1.0232 0.0110 1.1% 1.0154
Low 1.0061 1.0119 0.0058 0.6% 0.9977
Close 1.0116 1.0231 0.0115 1.1% 1.0059
Range 0.0061 0.0113 0.0052 85.2% 0.0177
ATR 0.0061 0.0065 0.0004 6.5% 0.0000
Volume 17 53 36 211.8% 49
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 1.0533 1.0495 1.0293
R3 1.0420 1.0382 1.0262
R2 1.0307 1.0307 1.0252
R1 1.0269 1.0269 1.0241 1.0288
PP 1.0194 1.0194 1.0194 1.0204
S1 1.0156 1.0156 1.0221 1.0175
S2 1.0081 1.0081 1.0210
S3 0.9968 1.0043 1.0200
S4 0.9855 0.9930 1.0169
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1.0594 1.0504 1.0156
R3 1.0417 1.0327 1.0108
R2 1.0240 1.0240 1.0091
R1 1.0150 1.0150 1.0075 1.0107
PP 1.0063 1.0063 1.0063 1.0042
S1 0.9973 0.9973 1.0043 0.9930
S2 0.9886 0.9886 1.0027
S3 0.9709 0.9796 1.0010
S4 0.9532 0.9619 0.9962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0232 0.9977 0.0255 2.5% 0.0071 0.7% 100% True False 20
10 1.0232 0.9977 0.0255 2.5% 0.0072 0.7% 100% True False 16
20 1.0232 0.9977 0.0255 2.5% 0.0058 0.6% 100% True False 11
40 1.0301 0.9977 0.0324 3.2% 0.0055 0.5% 78% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.0712
2.618 1.0528
1.618 1.0415
1.000 1.0345
0.618 1.0302
HIGH 1.0232
0.618 1.0189
0.500 1.0176
0.382 1.0162
LOW 1.0119
0.618 1.0049
1.000 1.0006
1.618 0.9936
2.618 0.9823
4.250 0.9639
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 1.0213 1.0192
PP 1.0194 1.0153
S1 1.0176 1.0114

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

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