CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 1.0414 1.0380 -0.0034 -0.3% 1.0424
High 1.0427 1.0381 -0.0046 -0.4% 1.0472
Low 1.0330 1.0347 0.0017 0.2% 1.0330
Close 1.0365 1.0363 -0.0002 0.0% 1.0365
Range 0.0097 0.0034 -0.0063 -64.9% 0.0142
ATR 0.0076 0.0073 -0.0003 -3.9% 0.0000
Volume 14 23 9 64.3% 48
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0466 1.0448 1.0382
R3 1.0432 1.0414 1.0372
R2 1.0398 1.0398 1.0369
R1 1.0380 1.0380 1.0366 1.0372
PP 1.0364 1.0364 1.0364 1.0360
S1 1.0346 1.0346 1.0360 1.0338
S2 1.0330 1.0330 1.0357
S3 1.0296 1.0312 1.0354
S4 1.0262 1.0278 1.0344
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% 0.0058 0.6% 23% False False 11
10 1.0675 1.0330 0.0345 3.3% 0.0083 0.8% 10% False False 26
20 1.0696 1.0330 0.0366 3.5% 0.0081 0.8% 9% False False 22
40 1.0696 1.0330 0.0366 3.5% 0.0065 0.6% 9% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0526
2.618 1.0470
1.618 1.0436
1.000 1.0415
0.618 1.0402
HIGH 1.0381
0.618 1.0368
0.500 1.0364
0.382 1.0360
LOW 1.0347
0.618 1.0326
1.000 1.0313
1.618 1.0292
2.618 1.0258
4.250 1.0203
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 1.0364 1.0379
PP 1.0364 1.0373
S1 1.0363 1.0368

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

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