CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 13-Feb-2017
Day Change Summary
Previous Current
10-Feb-2017 13-Feb-2017 Change Change % Previous Week
Open 0.9998 0.9974 -0.0024 -0.2% 1.0098
High 1.0004 0.9994 -0.0010 -0.1% 1.0115
Low 0.9952 0.9944 -0.0008 -0.1% 0.9952
Close 0.9979 0.9957 -0.0022 -0.2% 0.9979
Range 0.0052 0.0050 -0.0002 -3.8% 0.0163
ATR 0.0080 0.0078 -0.0002 -2.7% 0.0000
Volume 18,248 12,982 -5,266 -28.9% 91,191
Daily Pivots for day following 13-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0115 1.0086 0.9985
R3 1.0065 1.0036 0.9971
R2 1.0015 1.0015 0.9966
R1 0.9986 0.9986 0.9962 0.9976
PP 0.9965 0.9965 0.9965 0.9960
S1 0.9936 0.9936 0.9952 0.9926
S2 0.9915 0.9915 0.9948
S3 0.9865 0.9886 0.9943
S4 0.9815 0.9836 0.9930
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0504 1.0405 1.0069
R3 1.0341 1.0242 1.0024
R2 1.0178 1.0178 1.0009
R1 1.0079 1.0079 0.9994 1.0047
PP 1.0015 1.0015 1.0015 1.0000
S1 0.9916 0.9916 0.9964 0.9884
S2 0.9852 0.9852 0.9949
S3 0.9689 0.9753 0.9934
S4 0.9526 0.9590 0.9889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0109 0.9944 0.0165 1.7% 0.0071 0.7% 8% False True 18,231
10 1.0163 0.9944 0.0219 2.2% 0.0076 0.8% 6% False True 20,343
20 1.0163 0.9894 0.0269 2.7% 0.0077 0.8% 23% False False 20,902
40 1.0163 0.9713 0.0450 4.5% 0.0081 0.8% 54% False False 21,605
60 1.0163 0.9713 0.0450 4.5% 0.0080 0.8% 54% False False 15,197
80 1.0544 0.9713 0.0831 8.3% 0.0078 0.8% 29% False False 11,404
100 1.0544 0.9713 0.0831 8.3% 0.0074 0.7% 29% False False 9,126
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.0207
2.618 1.0125
1.618 1.0075
1.000 1.0044
0.618 1.0025
HIGH 0.9994
0.618 0.9975
0.500 0.9969
0.382 0.9963
LOW 0.9944
0.618 0.9913
1.000 0.9894
1.618 0.9863
2.618 0.9813
4.250 0.9732
Fisher Pivots for day following 13-Feb-2017
Pivot 1 day 3 day
R1 0.9969 1.0012
PP 0.9965 0.9993
S1 0.9961 0.9975

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

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