CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 07-Jun-2017
Day Change Summary
Previous Current
06-Jun-2017 07-Jun-2017 Change Change % Previous Week
Open 1.0431 1.0458 0.0027 0.3% 1.0337
High 1.0469 1.0465 -0.0004 0.0% 1.0461
Low 1.0428 1.0402 -0.0026 -0.2% 1.0269
Close 1.0457 1.0429 -0.0028 -0.3% 1.0450
Range 0.0041 0.0063 0.0022 53.7% 0.0192
ATR 0.0065 0.0065 0.0000 -0.3% 0.0000
Volume 1,138 743 -395 -34.7% 3,354
Daily Pivots for day following 07-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0621 1.0588 1.0464
R3 1.0558 1.0525 1.0446
R2 1.0495 1.0495 1.0441
R1 1.0462 1.0462 1.0435 1.0447
PP 1.0432 1.0432 1.0432 1.0425
S1 1.0399 1.0399 1.0423 1.0384
S2 1.0369 1.0369 1.0417
S3 1.0306 1.0336 1.0412
S4 1.0243 1.0273 1.0394
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0969 1.0902 1.0556
R3 1.0777 1.0710 1.0503
R2 1.0585 1.0585 1.0485
R1 1.0518 1.0518 1.0468 1.0552
PP 1.0393 1.0393 1.0393 1.0410
S1 1.0326 1.0326 1.0432 1.0360
S2 1.0201 1.0201 1.0415
S3 1.0009 1.0134 1.0397
S4 0.9817 0.9942 1.0344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0469 1.0359 0.0110 1.1% 0.0059 0.6% 64% False False 711
10 1.0469 1.0269 0.0200 1.9% 0.0062 0.6% 80% False False 579
20 1.0469 0.9977 0.0492 4.7% 0.0067 0.6% 92% False False 322
40 1.0469 0.9977 0.0492 4.7% 0.0061 0.6% 92% False False 166
60 1.0469 0.9977 0.0492 4.7% 0.0057 0.5% 92% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0733
2.618 1.0630
1.618 1.0567
1.000 1.0528
0.618 1.0504
HIGH 1.0465
0.618 1.0441
0.500 1.0434
0.382 1.0426
LOW 1.0402
0.618 1.0363
1.000 1.0339
1.618 1.0300
2.618 1.0237
4.250 1.0134
Fisher Pivots for day following 07-Jun-2017
Pivot 1 day 3 day
R1 1.0434 1.0436
PP 1.0432 1.0433
S1 1.0431 1.0431

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

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