CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 1.0443 1.0471 0.0028 0.3% 1.0461
High 1.0494 1.0474 -0.0020 -0.2% 1.0511
Low 1.0405 1.0401 -0.0004 0.0% 1.0322
Close 1.0476 1.0403 -0.0073 -0.7% 1.0446
Range 0.0089 0.0073 -0.0016 -18.0% 0.0189
ATR 0.0083 0.0082 -0.0001 -0.7% 0.0000
Volume 92 27 -65 -70.7% 445
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0645 1.0597 1.0443
R3 1.0572 1.0524 1.0423
R2 1.0499 1.0499 1.0416
R1 1.0451 1.0451 1.0410 1.0439
PP 1.0426 1.0426 1.0426 1.0420
S1 1.0378 1.0378 1.0396 1.0366
S2 1.0353 1.0353 1.0390
S3 1.0280 1.0305 1.0383
S4 1.0207 1.0232 1.0363
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0993 1.0909 1.0550
R3 1.0804 1.0720 1.0498
R2 1.0615 1.0615 1.0481
R1 1.0531 1.0531 1.0463 1.0479
PP 1.0426 1.0426 1.0426 1.0400
S1 1.0342 1.0342 1.0429 1.0290
S2 1.0237 1.0237 1.0411
S3 1.0048 1.0153 1.0394
S4 0.9859 0.9964 1.0342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0511 1.0322 0.0189 1.8% 0.0095 0.9% 43% False False 74
10 1.0517 1.0322 0.0195 1.9% 0.0088 0.8% 42% False False 120
20 1.0630 1.0319 0.0311 3.0% 0.0085 0.8% 27% False False 72
40 1.0696 1.0319 0.0377 3.6% 0.0078 0.7% 22% False False 43
60 1.0696 1.0319 0.0377 3.6% 0.0063 0.6% 22% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0784
2.618 1.0665
1.618 1.0592
1.000 1.0547
0.618 1.0519
HIGH 1.0474
0.618 1.0446
0.500 1.0438
0.382 1.0429
LOW 1.0401
0.618 1.0356
1.000 1.0328
1.618 1.0283
2.618 1.0210
4.250 1.0091
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 1.0438 1.0456
PP 1.0426 1.0438
S1 1.0415 1.0421

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

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