CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 1.0023 0.9984 -0.0039 -0.4% 1.0115
High 1.0039 1.0025 -0.0014 -0.1% 1.0172
Low 0.9990 0.9955 -0.0035 -0.4% 1.0012
Close 1.0003 1.0005 0.0002 0.0% 1.0038
Range 0.0049 0.0070 0.0021 42.9% 0.0160
ATR 0.0069 0.0069 0.0000 0.1% 0.0000
Volume 87 66 -21 -24.1% 141
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0205 1.0175 1.0044
R3 1.0135 1.0105 1.0024
R2 1.0065 1.0065 1.0018
R1 1.0035 1.0035 1.0011 1.0050
PP 0.9995 0.9995 0.9995 1.0003
S1 0.9965 0.9965 0.9999 0.9980
S2 0.9925 0.9925 0.9992
S3 0.9855 0.9895 0.9986
S4 0.9785 0.9825 0.9967
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0554 1.0456 1.0126
R3 1.0394 1.0296 1.0082
R2 1.0234 1.0234 1.0067
R1 1.0136 1.0136 1.0053 1.0105
PP 1.0074 1.0074 1.0074 1.0059
S1 0.9976 0.9976 1.0023 0.9945
S2 0.9914 0.9914 1.0009
S3 0.9754 0.9816 0.9994
S4 0.9594 0.9656 0.9950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0136 0.9955 0.0181 1.8% 0.0059 0.6% 28% False True 51
10 1.0209 0.9955 0.0254 2.5% 0.0064 0.6% 20% False True 33
20 1.0220 0.9955 0.0265 2.6% 0.0064 0.6% 19% False True 22
40 1.0220 0.9778 0.0442 4.4% 0.0069 0.7% 51% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0323
2.618 1.0208
1.618 1.0138
1.000 1.0095
0.618 1.0068
HIGH 1.0025
0.618 0.9998
0.500 0.9990
0.382 0.9982
LOW 0.9955
0.618 0.9912
1.000 0.9885
1.618 0.9842
2.618 0.9772
4.250 0.9658
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 1.0000 1.0005
PP 0.9995 1.0004
S1 0.9990 1.0004

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

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