CME Swiss Franc Future December 2017


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Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 1.0169 1.0170 0.0001 0.0% 1.0223
High 1.0197 1.0281 0.0084 0.8% 1.0281
Low 1.0129 1.0139 0.0010 0.1% 1.0129
Close 1.0171 1.0257 0.0086 0.8% 1.0257
Range 0.0068 0.0142 0.0074 108.8% 0.0152
ATR 0.0064 0.0069 0.0006 8.8% 0.0000
Volume 31,629 48,325 16,696 52.8% 149,723
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0652 1.0596 1.0335
R3 1.0510 1.0454 1.0296
R2 1.0368 1.0368 1.0283
R1 1.0312 1.0312 1.0270 1.0340
PP 1.0226 1.0226 1.0226 1.0240
S1 1.0170 1.0170 1.0244 1.0198
S2 1.0084 1.0084 1.0231
S3 0.9942 1.0028 1.0218
S4 0.9800 0.9886 1.0179
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0678 1.0620 1.0341
R3 1.0526 1.0468 1.0299
R2 1.0374 1.0374 1.0285
R1 1.0316 1.0316 1.0271 1.0345
PP 1.0222 1.0222 1.0222 1.0237
S1 1.0164 1.0164 1.0243 1.0193
S2 1.0070 1.0070 1.0229
S3 0.9918 1.0012 1.0215
S4 0.9766 0.9860 1.0173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0281 1.0129 0.0152 1.5% 0.0071 0.7% 84% True False 29,944
10 1.0281 1.0069 0.0212 2.1% 0.0068 0.7% 89% True False 27,297
20 1.0281 0.9997 0.0284 2.8% 0.0065 0.6% 92% True False 25,745
40 1.0346 0.9991 0.0355 3.5% 0.0066 0.6% 75% False False 26,035
60 1.0681 0.9991 0.0690 6.7% 0.0071 0.7% 39% False False 25,186
80 1.0683 0.9991 0.0692 6.7% 0.0076 0.7% 38% False False 18,986
100 1.0696 0.9991 0.0705 6.9% 0.0077 0.8% 38% False False 15,195
120 1.0696 0.9991 0.0705 6.9% 0.0073 0.7% 38% False False 12,666
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 0.0016
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.0885
2.618 1.0653
1.618 1.0511
1.000 1.0423
0.618 1.0369
HIGH 1.0281
0.618 1.0227
0.500 1.0210
0.382 1.0193
LOW 1.0139
0.618 1.0051
1.000 0.9997
1.618 0.9909
2.618 0.9767
4.250 0.9536
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 1.0241 1.0240
PP 1.0226 1.0222
S1 1.0210 1.0205

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

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