CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 0.9932 0.9916 -0.0016 -0.2% 0.9988
High 0.9961 0.9997 0.0036 0.4% 0.9998
Low 0.9908 0.9904 -0.0004 0.0% 0.9870
Close 0.9915 0.9960 0.0045 0.5% 0.9935
Range 0.0053 0.0093 0.0040 75.5% 0.0128
ATR 0.0073 0.0075 0.0001 1.9% 0.0000
Volume 16,783 24,650 7,867 46.9% 82,131
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0233 1.0189 1.0011
R3 1.0140 1.0096 0.9986
R2 1.0047 1.0047 0.9977
R1 1.0003 1.0003 0.9969 1.0025
PP 0.9954 0.9954 0.9954 0.9965
S1 0.9910 0.9910 0.9951 0.9932
S2 0.9861 0.9861 0.9943
S3 0.9768 0.9817 0.9934
S4 0.9675 0.9724 0.9909
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0318 1.0255 1.0005
R3 1.0190 1.0127 0.9970
R2 1.0062 1.0062 0.9958
R1 0.9999 0.9999 0.9947 0.9967
PP 0.9934 0.9934 0.9934 0.9918
S1 0.9871 0.9871 0.9923 0.9839
S2 0.9806 0.9806 0.9912
S3 0.9678 0.9743 0.9900
S4 0.9550 0.9615 0.9865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9997 0.9870 0.0127 1.3% 0.0065 0.7% 71% True False 19,658
10 1.0046 0.9870 0.0176 1.8% 0.0072 0.7% 51% False False 20,106
20 1.0163 0.9870 0.0293 2.9% 0.0074 0.7% 31% False False 20,225
40 1.0163 0.9713 0.0450 4.5% 0.0083 0.8% 55% False False 21,707
60 1.0163 0.9713 0.0450 4.5% 0.0080 0.8% 55% False False 18,530
80 1.0544 0.9713 0.0831 8.3% 0.0080 0.8% 30% False False 13,917
100 1.0544 0.9713 0.0831 8.3% 0.0075 0.8% 30% False False 11,134
120 1.0544 0.9713 0.0831 8.3% 0.0070 0.7% 30% False False 9,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0392
2.618 1.0240
1.618 1.0147
1.000 1.0090
0.618 1.0054
HIGH 0.9997
0.618 0.9961
0.500 0.9951
0.382 0.9940
LOW 0.9904
0.618 0.9847
1.000 0.9811
1.618 0.9754
2.618 0.9661
4.250 0.9509
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 0.9957 0.9957
PP 0.9954 0.9954
S1 0.9951 0.9951

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

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