CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 1.0010 1.0030 0.0020 0.2% 0.9929
High 1.0058 1.0055 -0.0003 0.0% 1.0034
Low 0.9999 0.9997 -0.0002 0.0% 0.9894
Close 1.0023 1.0030 0.0007 0.1% 1.0010
Range 0.0059 0.0058 -0.0001 -1.7% 0.0140
ATR 0.0083 0.0082 -0.0002 -2.2% 0.0000
Volume 15,645 23,420 7,775 49.7% 98,183
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0201 1.0174 1.0062
R3 1.0143 1.0116 1.0046
R2 1.0085 1.0085 1.0041
R1 1.0058 1.0058 1.0035 1.0059
PP 1.0027 1.0027 1.0027 1.0028
S1 1.0000 1.0000 1.0025 1.0001
S2 0.9969 0.9969 1.0019
S3 0.9911 0.9942 1.0014
S4 0.9853 0.9884 0.9998
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 1.0067 0.9933 0.0134 1.3% 0.0063 0.6% 72% False False 18,360
10 1.0067 0.9883 0.0184 1.8% 0.0077 0.8% 80% False False 21,473
20 1.0067 0.9713 0.0354 3.5% 0.0090 0.9% 90% False False 22,412
40 1.0067 0.9713 0.0354 3.5% 0.0082 0.8% 90% False False 16,605
60 1.0544 0.9713 0.0831 8.3% 0.0082 0.8% 38% False False 11,088
80 1.0544 0.9713 0.0831 8.3% 0.0074 0.7% 38% False False 8,317
100 1.0544 0.9713 0.0831 8.3% 0.0069 0.7% 38% False False 6,656
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0301
2.618 1.0207
1.618 1.0149
1.000 1.0113
0.618 1.0091
HIGH 1.0055
0.618 1.0033
0.500 1.0026
0.382 1.0019
LOW 0.9997
0.618 0.9961
1.000 0.9939
1.618 0.9903
2.618 0.9845
4.250 0.9751
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 1.0029 1.0032
PP 1.0027 1.0031
S1 1.0026 1.0031

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

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