CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 1.0405 1.0414 0.0009 0.1% 1.0424
High 1.0426 1.0427 0.0001 0.0% 1.0472
Low 1.0381 1.0330 -0.0051 -0.5% 1.0330
Close 1.0405 1.0365 -0.0040 -0.4% 1.0365
Range 0.0045 0.0097 0.0052 115.6% 0.0142
ATR 0.0074 0.0076 0.0002 2.2% 0.0000
Volume 0 14 14 48
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0665 1.0612 1.0418
R3 1.0568 1.0515 1.0392
R2 1.0471 1.0471 1.0383
R1 1.0418 1.0418 1.0374 1.0396
PP 1.0374 1.0374 1.0374 1.0363
S1 1.0321 1.0321 1.0356 1.0299
S2 1.0277 1.0277 1.0347
S3 1.0180 1.0224 1.0338
S4 1.0083 1.0127 1.0312
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0815 1.0732 1.0443
R3 1.0673 1.0590 1.0404
R2 1.0531 1.0531 1.0391
R1 1.0448 1.0448 1.0378 1.0419
PP 1.0389 1.0389 1.0389 1.0374
S1 1.0306 1.0306 1.0352 1.0277
S2 1.0247 1.0247 1.0339
S3 1.0105 1.0164 1.0326
S4 0.9963 1.0022 1.0287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0472 1.0330 0.0142 1.4% 0.0067 0.6% 25% False True 9
10 1.0686 1.0330 0.0356 3.4% 0.0083 0.8% 10% False True 25
20 1.0696 1.0330 0.0366 3.5% 0.0081 0.8% 10% False True 21
40 1.0696 1.0330 0.0366 3.5% 0.0065 0.6% 10% False True 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0839
2.618 1.0681
1.618 1.0584
1.000 1.0524
0.618 1.0487
HIGH 1.0427
0.618 1.0390
0.500 1.0379
0.382 1.0367
LOW 1.0330
0.618 1.0270
1.000 1.0233
1.618 1.0173
2.618 1.0076
4.250 0.9918
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 1.0379 1.0392
PP 1.0374 1.0383
S1 1.0370 1.0374

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

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