CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 07-Jul-2017
Day Change Summary
Previous Current
06-Jul-2017 07-Jul-2017 Change Change % Previous Week
Open 1.0506 1.0480 -0.0026 -0.2% 1.0535
High 1.0522 1.0521 -0.0001 0.0% 1.0543
Low 1.0462 1.0468 0.0006 0.1% 1.0433
Close 1.0515 1.0480 -0.0035 -0.3% 1.0480
Range 0.0060 0.0053 -0.0007 -11.7% 0.0110
ATR 0.0052 0.0052 0.0000 0.1% 0.0000
Volume 3 0 -3 -100.0% 35
Daily Pivots for day following 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0649 1.0617 1.0509
R3 1.0596 1.0564 1.0495
R2 1.0543 1.0543 1.0490
R1 1.0511 1.0511 1.0485 1.0507
PP 1.0490 1.0490 1.0490 1.0487
S1 1.0458 1.0458 1.0475 1.0454
S2 1.0437 1.0437 1.0470
S3 1.0384 1.0405 1.0465
S4 1.0331 1.0352 1.0451
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0815 1.0758 1.0541
R3 1.0705 1.0648 1.0510
R2 1.0595 1.0595 1.0500
R1 1.0538 1.0538 1.0490 1.0512
PP 1.0485 1.0485 1.0485 1.0472
S1 1.0428 1.0428 1.0470 1.0402
S2 1.0375 1.0375 1.0460
S3 1.0265 1.0318 1.0450
S4 1.0155 1.0208 1.0420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0579 1.0433 0.0146 1.4% 0.0058 0.6% 32% False False 7
10 1.0579 1.0388 0.0191 1.8% 0.0061 0.6% 48% False False 9
20 1.0579 1.0364 0.0215 2.1% 0.0048 0.5% 54% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0746
2.618 1.0660
1.618 1.0607
1.000 1.0574
0.618 1.0554
HIGH 1.0521
0.618 1.0501
0.500 1.0495
0.382 1.0488
LOW 1.0468
0.618 1.0435
1.000 1.0415
1.618 1.0382
2.618 1.0329
4.250 1.0243
Fisher Pivots for day following 07-Jul-2017
Pivot 1 day 3 day
R1 1.0495 1.0479
PP 1.0490 1.0478
S1 1.0485 1.0478

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

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