CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 1.0356 1.0363 0.0007 0.1% 1.0424
High 1.0383 1.0489 0.0106 1.0% 1.0472
Low 1.0319 1.0359 0.0040 0.4% 1.0330
Close 1.0341 1.0465 0.0124 1.2% 1.0365
Range 0.0064 0.0130 0.0066 103.1% 0.0142
ATR 0.0072 0.0078 0.0005 7.5% 0.0000
Volume 12 213 201 1,675.0% 48
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0828 1.0776 1.0537
R3 1.0698 1.0646 1.0501
R2 1.0568 1.0568 1.0489
R1 1.0516 1.0516 1.0477 1.0542
PP 1.0438 1.0438 1.0438 1.0451
S1 1.0386 1.0386 1.0453 1.0412
S2 1.0308 1.0308 1.0441
S3 1.0178 1.0256 1.0429
S4 1.0048 1.0126 1.0394
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 1.0489 1.0319 0.0170 1.6% 0.0074 0.7% 86% True False 52
10 1.0630 1.0319 0.0311 3.0% 0.0085 0.8% 47% False False 42
20 1.0696 1.0319 0.0377 3.6% 0.0084 0.8% 39% False False 33
40 1.0696 1.0319 0.0377 3.6% 0.0069 0.7% 39% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1042
2.618 1.0829
1.618 1.0699
1.000 1.0619
0.618 1.0569
HIGH 1.0489
0.618 1.0439
0.500 1.0424
0.382 1.0409
LOW 1.0359
0.618 1.0279
1.000 1.0229
1.618 1.0149
2.618 1.0019
4.250 0.9807
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 1.0451 1.0445
PP 1.0438 1.0424
S1 1.0424 1.0404

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

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