CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 1.0442 1.0499 0.0057 0.5% 1.0380
High 1.0480 1.0517 0.0037 0.4% 1.0517
Low 1.0421 1.0461 0.0040 0.4% 1.0319
Close 1.0464 1.0488 0.0024 0.2% 1.0488
Range 0.0059 0.0056 -0.0003 -5.1% 0.0198
ATR 0.0076 0.0075 -0.0001 -1.9% 0.0000
Volume 134 297 163 121.6% 679
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0657 1.0628 1.0519
R3 1.0601 1.0572 1.0503
R2 1.0545 1.0545 1.0498
R1 1.0516 1.0516 1.0493 1.0503
PP 1.0489 1.0489 1.0489 1.0482
S1 1.0460 1.0460 1.0483 1.0447
S2 1.0433 1.0433 1.0478
S3 1.0377 1.0404 1.0473
S4 1.0321 1.0348 1.0457
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.1035 1.0960 1.0597
R3 1.0837 1.0762 1.0542
R2 1.0639 1.0639 1.0524
R1 1.0564 1.0564 1.0506 1.0602
PP 1.0441 1.0441 1.0441 1.0460
S1 1.0366 1.0366 1.0470 1.0404
S2 1.0243 1.0243 1.0452
S3 1.0045 1.0168 1.0434
S4 0.9847 0.9970 1.0379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0517 1.0319 0.0198 1.9% 0.0069 0.7% 85% True False 135
10 1.0517 1.0319 0.0198 1.9% 0.0068 0.6% 85% True False 72
20 1.0696 1.0319 0.0377 3.6% 0.0082 0.8% 45% False False 54
40 1.0696 1.0319 0.0377 3.6% 0.0069 0.7% 45% False False 31
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0755
2.618 1.0664
1.618 1.0608
1.000 1.0573
0.618 1.0552
HIGH 1.0517
0.618 1.0496
0.500 1.0489
0.382 1.0482
LOW 1.0461
0.618 1.0426
1.000 1.0405
1.618 1.0370
2.618 1.0314
4.250 1.0223
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 1.0489 1.0471
PP 1.0489 1.0455
S1 1.0488 1.0438

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

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