CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 14-Jul-2017
Day Change Summary
Previous Current
13-Jul-2017 14-Jul-2017 Change Change % Previous Week
Open 1.0482 1.0420 -0.0062 -0.6% 1.0466
High 1.0501 1.0485 -0.0016 -0.2% 1.0517
Low 1.0427 1.0411 -0.0016 -0.2% 1.0411
Close 1.0446 1.0477 0.0031 0.3% 1.0477
Range 0.0074 0.0074 0.0000 0.0% 0.0106
ATR 0.0055 0.0057 0.0001 2.4% 0.0000
Volume 8 8 0 0.0% 19
Daily Pivots for day following 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0680 1.0652 1.0518
R3 1.0606 1.0578 1.0497
R2 1.0532 1.0532 1.0491
R1 1.0504 1.0504 1.0484 1.0518
PP 1.0458 1.0458 1.0458 1.0465
S1 1.0430 1.0430 1.0470 1.0444
S2 1.0384 1.0384 1.0463
S3 1.0310 1.0356 1.0457
S4 1.0236 1.0282 1.0436
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0786 1.0738 1.0535
R3 1.0680 1.0632 1.0506
R2 1.0574 1.0574 1.0496
R1 1.0526 1.0526 1.0487 1.0550
PP 1.0468 1.0468 1.0468 1.0481
S1 1.0420 1.0420 1.0467 1.0444
S2 1.0362 1.0362 1.0458
S3 1.0256 1.0314 1.0448
S4 1.0150 1.0208 1.0419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0517 1.0411 0.0106 1.0% 0.0065 0.6% 62% False True 3
10 1.0579 1.0411 0.0168 1.6% 0.0061 0.6% 39% False True 5
20 1.0579 1.0364 0.0215 2.1% 0.0055 0.5% 53% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0015
Fibonacci Retracements and Extensions
4.250 1.0800
2.618 1.0679
1.618 1.0605
1.000 1.0559
0.618 1.0531
HIGH 1.0485
0.618 1.0457
0.500 1.0448
0.382 1.0439
LOW 1.0411
0.618 1.0365
1.000 1.0337
1.618 1.0291
2.618 1.0217
4.250 1.0097
Fisher Pivots for day following 14-Jul-2017
Pivot 1 day 3 day
R1 1.0467 1.0473
PP 1.0458 1.0468
S1 1.0448 1.0464

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

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