CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 0.9769 0.9819 0.0050 0.5% 0.9786
High 0.9838 1.0029 0.0191 1.9% 1.0029
Low 0.9764 0.9812 0.0048 0.5% 0.9738
Close 0.9808 0.9866 0.0058 0.6% 0.9866
Range 0.0074 0.0217 0.0143 193.2% 0.0291
ATR 0.0070 0.0081 0.0011 15.3% 0.0000
Volume 15,513 23,973 8,460 54.5% 59,363
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0553 1.0427 0.9985
R3 1.0336 1.0210 0.9926
R2 1.0119 1.0119 0.9906
R1 0.9993 0.9993 0.9886 1.0056
PP 0.9902 0.9902 0.9902 0.9934
S1 0.9776 0.9776 0.9846 0.9839
S2 0.9685 0.9685 0.9826
S3 0.9468 0.9559 0.9806
S4 0.9251 0.9342 0.9747
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0751 1.0599 1.0026
R3 1.0460 1.0308 0.9946
R2 1.0169 1.0169 0.9919
R1 1.0017 1.0017 0.9893 1.0093
PP 0.9878 0.9878 0.9878 0.9916
S1 0.9726 0.9726 0.9839 0.9802
S2 0.9587 0.9587 0.9813
S3 0.9296 0.9435 0.9786
S4 0.9005 0.9144 0.9706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0029 0.9738 0.0291 2.9% 0.0082 0.8% 44% True False 13,447
10 1.0029 0.9738 0.0291 2.9% 0.0071 0.7% 44% True False 19,744
20 1.0035 0.9723 0.0312 3.2% 0.0080 0.8% 46% False False 13,347
40 1.0544 0.9723 0.0821 8.3% 0.0082 0.8% 17% False False 6,726
60 1.0544 0.9723 0.0821 8.3% 0.0073 0.7% 17% False False 4,485
80 1.0544 0.9723 0.0821 8.3% 0.0066 0.7% 17% False False 3,367
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 0.0011
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.0951
2.618 1.0597
1.618 1.0380
1.000 1.0246
0.618 1.0163
HIGH 1.0029
0.618 0.9946
0.500 0.9921
0.382 0.9895
LOW 0.9812
0.618 0.9678
1.000 0.9595
1.618 0.9461
2.618 0.9244
4.250 0.8890
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 0.9921 0.9884
PP 0.9902 0.9878
S1 0.9884 0.9872

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

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