CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 1.0352 1.0337 -0.0015 -0.1% 1.0352
High 1.0386 1.0350 -0.0036 -0.3% 1.0394
Low 1.0320 1.0269 -0.0051 -0.5% 1.0303
Close 1.0335 1.0335 0.0000 0.0% 1.0335
Range 0.0066 0.0081 0.0015 22.7% 0.0091
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 57 167 110 193.0% 436
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 1.0561 1.0529 1.0380
R3 1.0480 1.0448 1.0357
R2 1.0399 1.0399 1.0350
R1 1.0367 1.0367 1.0342 1.0343
PP 1.0318 1.0318 1.0318 1.0306
S1 1.0286 1.0286 1.0328 1.0262
S2 1.0237 1.0237 1.0320
S3 1.0156 1.0205 1.0313
S4 1.0075 1.0124 1.0290
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 1.0617 1.0567 1.0385
R3 1.0526 1.0476 1.0360
R2 1.0435 1.0435 1.0352
R1 1.0385 1.0385 1.0343 1.0365
PP 1.0344 1.0344 1.0344 1.0334
S1 1.0294 1.0294 1.0327 1.0274
S2 1.0253 1.0253 1.0318
S3 1.0162 1.0203 1.0310
S4 1.0071 1.0112 1.0285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0386 1.0269 0.0117 1.1% 0.0058 0.6% 56% False True 100
10 1.0394 1.0119 0.0275 2.7% 0.0071 0.7% 79% False False 104
20 1.0394 0.9977 0.0417 4.0% 0.0068 0.7% 86% False False 58
40 1.0394 0.9977 0.0417 4.0% 0.0057 0.6% 86% False False 35
60 1.0394 0.9962 0.0432 4.2% 0.0054 0.5% 86% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0694
2.618 1.0562
1.618 1.0481
1.000 1.0431
0.618 1.0400
HIGH 1.0350
0.618 1.0319
0.500 1.0310
0.382 1.0300
LOW 1.0269
0.618 1.0219
1.000 1.0188
1.618 1.0138
2.618 1.0057
4.250 0.9925
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 1.0327 1.0333
PP 1.0318 1.0330
S1 1.0310 1.0328

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

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