CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 1.0041 1.0073 0.0032 0.3% 1.0006
High 1.0090 1.0163 0.0073 0.7% 1.0067
Low 0.9976 1.0055 0.0079 0.8% 0.9992
Close 1.0071 1.0136 0.0065 0.6% 1.0034
Range 0.0114 0.0108 -0.0006 -5.3% 0.0075
ATR 0.0083 0.0084 0.0002 2.2% 0.0000
Volume 27,549 34,273 6,724 24.4% 88,886
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0442 1.0397 1.0195
R3 1.0334 1.0289 1.0166
R2 1.0226 1.0226 1.0156
R1 1.0181 1.0181 1.0146 1.0204
PP 1.0118 1.0118 1.0118 1.0129
S1 1.0073 1.0073 1.0126 1.0096
S2 1.0010 1.0010 1.0116
S3 0.9902 0.9965 1.0106
S4 0.9794 0.9857 1.0077
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0256 1.0220 1.0075
R3 1.0181 1.0145 1.0055
R2 1.0106 1.0106 1.0048
R1 1.0070 1.0070 1.0041 1.0088
PP 1.0031 1.0031 1.0031 1.0040
S1 0.9995 0.9995 1.0027 1.0013
S2 0.9956 0.9956 1.0020
S3 0.9881 0.9920 1.0013
S4 0.9806 0.9845 0.9993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0163 0.9976 0.0187 1.8% 0.0080 0.8% 86% True False 23,384
10 1.0163 0.9906 0.0257 2.5% 0.0074 0.7% 89% True False 21,365
20 1.0163 0.9713 0.0450 4.4% 0.0087 0.9% 94% True False 23,704
40 1.0163 0.9713 0.0450 4.4% 0.0083 0.8% 94% True False 18,525
60 1.0544 0.9713 0.0831 8.2% 0.0083 0.8% 51% False False 12,385
80 1.0544 0.9713 0.0831 8.2% 0.0076 0.8% 51% False False 9,290
100 1.0544 0.9713 0.0831 8.2% 0.0070 0.7% 51% False False 7,434
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0622
2.618 1.0446
1.618 1.0338
1.000 1.0271
0.618 1.0230
HIGH 1.0163
0.618 1.0122
0.500 1.0109
0.382 1.0096
LOW 1.0055
0.618 0.9988
1.000 0.9947
1.618 0.9880
2.618 0.9772
4.250 0.9596
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 1.0127 1.0114
PP 1.0118 1.0092
S1 1.0109 1.0070

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

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