CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 0.9766 0.9795 0.0029 0.3% 0.9880
High 0.9819 0.9838 0.0019 0.2% 0.9974
Low 0.9752 0.9779 0.0027 0.3% 0.9723
Close 0.9785 0.9791 0.0006 0.1% 0.9785
Range 0.0067 0.0059 -0.0008 -11.9% 0.0251
ATR 0.0085 0.0083 -0.0002 -2.2% 0.0000
Volume 41,282 18,970 -22,312 -54.0% 103,583
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9980 0.9944 0.9823
R3 0.9921 0.9885 0.9807
R2 0.9862 0.9862 0.9802
R1 0.9826 0.9826 0.9796 0.9815
PP 0.9803 0.9803 0.9803 0.9797
S1 0.9767 0.9767 0.9786 0.9756
S2 0.9744 0.9744 0.9780
S3 0.9685 0.9708 0.9775
S4 0.9626 0.9649 0.9759
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0580 1.0434 0.9923
R3 1.0329 1.0183 0.9854
R2 1.0078 1.0078 0.9831
R1 0.9932 0.9932 0.9808 0.9880
PP 0.9827 0.9827 0.9827 0.9801
S1 0.9681 0.9681 0.9762 0.9629
S2 0.9576 0.9576 0.9739
S3 0.9325 0.9430 0.9716
S4 0.9074 0.9179 0.9647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9974 0.9723 0.0251 2.6% 0.0089 0.9% 27% False False 23,613
10 1.0035 0.9723 0.0312 3.2% 0.0083 0.8% 22% False False 12,828
20 1.0035 0.9723 0.0312 3.2% 0.0080 0.8% 22% False False 6,559
40 1.0544 0.9723 0.0821 8.4% 0.0079 0.8% 8% False False 3,297
60 1.0544 0.9723 0.0821 8.4% 0.0071 0.7% 8% False False 2,202
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0089
2.618 0.9992
1.618 0.9933
1.000 0.9897
0.618 0.9874
HIGH 0.9838
0.618 0.9815
0.500 0.9809
0.382 0.9802
LOW 0.9779
0.618 0.9743
1.000 0.9720
1.618 0.9684
2.618 0.9625
4.250 0.9528
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 0.9809 0.9792
PP 0.9803 0.9791
S1 0.9797 0.9791

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

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