CME Swiss Franc Future September 2017


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Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 1.0400 1.0415 0.0015 0.1% 1.0304
High 1.0420 1.0461 0.0041 0.4% 1.0461
Low 1.0359 1.0397 0.0038 0.4% 1.0258
Close 1.0402 1.0427 0.0025 0.2% 1.0427
Range 0.0061 0.0064 0.0003 4.9% 0.0203
ATR 0.0081 0.0080 -0.0001 -1.5% 0.0000
Volume 26,303 37,799 11,496 43.7% 154,094
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0620 1.0588 1.0462
R3 1.0556 1.0524 1.0445
R2 1.0492 1.0492 1.0439
R1 1.0460 1.0460 1.0433 1.0476
PP 1.0428 1.0428 1.0428 1.0437
S1 1.0396 1.0396 1.0421 1.0412
S2 1.0364 1.0364 1.0415
S3 1.0300 1.0332 1.0409
S4 1.0236 1.0268 1.0392
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0991 1.0912 1.0539
R3 1.0788 1.0709 1.0483
R2 1.0585 1.0585 1.0464
R1 1.0506 1.0506 1.0446 1.0546
PP 1.0382 1.0382 1.0382 1.0402
S1 1.0303 1.0303 1.0408 1.0343
S2 1.0179 1.0179 1.0390
S3 0.9976 1.0100 1.0371
S4 0.9773 0.9897 1.0315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0461 1.0258 0.0203 1.9% 0.0073 0.7% 83% True False 30,818
10 1.0461 1.0258 0.0203 1.9% 0.0072 0.7% 83% True False 32,677
20 1.0633 1.0258 0.0375 3.6% 0.0087 0.8% 45% False False 33,983
40 1.0633 1.0258 0.0375 3.6% 0.0075 0.7% 45% False False 29,156
60 1.0633 1.0257 0.0376 3.6% 0.0071 0.7% 45% False False 20,477
80 1.0633 0.9977 0.0656 6.3% 0.0068 0.7% 69% False False 15,362
100 1.0633 0.9977 0.0656 6.3% 0.0064 0.6% 69% False False 12,292
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0733
2.618 1.0629
1.618 1.0565
1.000 1.0525
0.618 1.0501
HIGH 1.0461
0.618 1.0437
0.500 1.0429
0.382 1.0421
LOW 1.0397
0.618 1.0357
1.000 1.0333
1.618 1.0293
2.618 1.0229
4.250 1.0125
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 1.0429 1.0410
PP 1.0428 1.0394
S1 1.0428 1.0377

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

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