CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 0.9860 0.9848 -0.0012 -0.1% 0.9850
High 0.9895 0.9872 -0.0023 -0.2% 0.9898
Low 0.9852 0.9840 -0.0012 -0.1% 0.9808
Close 0.9860 0.9847 -0.0013 -0.1% 0.9847
Range 0.0043 0.0032 -0.0011 -25.6% 0.0090
ATR 0.0061 0.0059 -0.0002 -3.4% 0.0000
Volume 0 4 4 25
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9949 0.9930 0.9865
R3 0.9917 0.9898 0.9856
R2 0.9885 0.9885 0.9853
R1 0.9866 0.9866 0.9850 0.9860
PP 0.9853 0.9853 0.9853 0.9850
S1 0.9834 0.9834 0.9844 0.9828
S2 0.9821 0.9821 0.9841
S3 0.9789 0.9802 0.9838
S4 0.9757 0.9770 0.9829
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0121 1.0074 0.9897
R3 1.0031 0.9984 0.9872
R2 0.9941 0.9941 0.9864
R1 0.9894 0.9894 0.9855 0.9873
PP 0.9851 0.9851 0.9851 0.9840
S1 0.9804 0.9804 0.9839 0.9783
S2 0.9761 0.9761 0.9831
S3 0.9671 0.9714 0.9822
S4 0.9581 0.9624 0.9798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9898 0.9808 0.0090 0.9% 0.0048 0.5% 43% False False 5
10 1.0028 0.9808 0.0220 2.2% 0.0042 0.4% 18% False False 9
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0008
2.618 0.9956
1.618 0.9924
1.000 0.9904
0.618 0.9892
HIGH 0.9872
0.618 0.9860
0.500 0.9856
0.382 0.9852
LOW 0.9840
0.618 0.9820
1.000 0.9808
1.618 0.9788
2.618 0.9756
4.250 0.9704
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 0.9856 0.9863
PP 0.9853 0.9857
S1 0.9850 0.9852

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

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