CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 0.9967 1.0006 0.0039 0.4% 0.9929
High 1.0013 1.0062 0.0049 0.5% 1.0034
Low 0.9933 1.0006 0.0073 0.7% 0.9894
Close 1.0010 1.0041 0.0031 0.3% 1.0010
Range 0.0080 0.0056 -0.0024 -30.0% 0.0140
ATR 0.0089 0.0087 -0.0002 -2.7% 0.0000
Volume 18,951 19,616 665 3.5% 98,183
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0204 1.0179 1.0072
R3 1.0148 1.0123 1.0056
R2 1.0092 1.0092 1.0051
R1 1.0067 1.0067 1.0046 1.0080
PP 1.0036 1.0036 1.0036 1.0043
S1 1.0011 1.0011 1.0036 1.0024
S2 0.9980 0.9980 1.0031
S3 0.9924 0.9955 1.0026
S4 0.9868 0.9899 1.0010
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0399 1.0345 1.0087
R3 1.0259 1.0205 1.0048
R2 1.0119 1.0119 1.0036
R1 1.0065 1.0065 1.0023 1.0092
PP 0.9979 0.9979 0.9979 0.9993
S1 0.9925 0.9925 0.9997 0.9952
S2 0.9839 0.9839 0.9984
S3 0.9699 0.9785 0.9972
S4 0.9559 0.9645 0.9933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0062 0.9894 0.0168 1.7% 0.0084 0.8% 87% True False 23,559
10 1.0062 0.9789 0.0273 2.7% 0.0085 0.8% 92% True False 23,510
20 1.0062 0.9713 0.0349 3.5% 0.0087 0.9% 94% True False 21,256
40 1.0062 0.9713 0.0349 3.5% 0.0084 0.8% 94% True False 15,281
60 1.0544 0.9713 0.0831 8.3% 0.0082 0.8% 39% False False 10,201
80 1.0544 0.9713 0.0831 8.3% 0.0075 0.7% 39% False False 7,654
100 1.0544 0.9713 0.0831 8.3% 0.0068 0.7% 39% False False 6,123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0300
2.618 1.0209
1.618 1.0153
1.000 1.0118
0.618 1.0097
HIGH 1.0062
0.618 1.0041
0.500 1.0034
0.382 1.0027
LOW 1.0006
0.618 0.9971
1.000 0.9950
1.618 0.9915
2.618 0.9859
4.250 0.9768
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 1.0039 1.0022
PP 1.0036 1.0003
S1 1.0034 0.9984

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

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