CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 1.0089 1.0093 0.0004 0.0% 1.0072
High 1.0123 1.0125 0.0002 0.0% 1.0095
Low 1.0073 1.0071 -0.0002 0.0% 0.9961
Close 1.0105 1.0072 -0.0033 -0.3% 1.0073
Range 0.0050 0.0054 0.0004 8.0% 0.0134
ATR 0.0078 0.0076 -0.0002 -2.2% 0.0000
Volume 5 3 -2 -40.0% 20
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0251 1.0216 1.0102
R3 1.0197 1.0162 1.0087
R2 1.0143 1.0143 1.0082
R1 1.0108 1.0108 1.0077 1.0099
PP 1.0089 1.0089 1.0089 1.0085
S1 1.0054 1.0054 1.0067 1.0045
S2 1.0035 1.0035 1.0062
S3 0.9981 1.0000 1.0057
S4 0.9927 0.9946 1.0042
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0445 1.0393 1.0147
R3 1.0311 1.0259 1.0110
R2 1.0177 1.0177 1.0098
R1 1.0125 1.0125 1.0085 1.0151
PP 1.0043 1.0043 1.0043 1.0056
S1 0.9991 0.9991 1.0061 1.0017
S2 0.9909 0.9909 1.0048
S3 0.9775 0.9857 1.0036
S4 0.9641 0.9723 0.9999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0125 0.9971 0.0154 1.5% 0.0060 0.6% 66% True False 5
10 1.0125 0.9854 0.0271 2.7% 0.0078 0.8% 80% True False 4
20 1.0125 0.9778 0.0347 3.4% 0.0075 0.7% 85% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0355
2.618 1.0266
1.618 1.0212
1.000 1.0179
0.618 1.0158
HIGH 1.0125
0.618 1.0104
0.500 1.0098
0.382 1.0092
LOW 1.0071
0.618 1.0038
1.000 1.0017
1.618 0.9984
2.618 0.9930
4.250 0.9842
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 1.0098 1.0068
PP 1.0089 1.0065
S1 1.0081 1.0061

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

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