CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 02-Mar-2017
Day Change Summary
Previous Current
01-Mar-2017 02-Mar-2017 Change Change % Previous Week
Open 0.9945 0.9917 -0.0028 -0.3% 0.9988
High 0.9952 0.9919 -0.0033 -0.3% 0.9998
Low 0.9876 0.9859 -0.0017 -0.2% 0.9870
Close 0.9915 0.9865 -0.0050 -0.5% 0.9935
Range 0.0076 0.0060 -0.0016 -21.1% 0.0128
ATR 0.0075 0.0074 -0.0001 -1.5% 0.0000
Volume 27,503 19,171 -8,332 -30.3% 82,131
Daily Pivots for day following 02-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0061 1.0023 0.9898
R3 1.0001 0.9963 0.9882
R2 0.9941 0.9941 0.9876
R1 0.9903 0.9903 0.9871 0.9892
PP 0.9881 0.9881 0.9881 0.9876
S1 0.9843 0.9843 0.9859 0.9832
S2 0.9821 0.9821 0.9854
S3 0.9761 0.9783 0.9848
S4 0.9701 0.9723 0.9832
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 0.9859 0.0138 1.4% 0.0068 0.7% 4% False True 21,194
10 1.0046 0.9859 0.0187 1.9% 0.0072 0.7% 3% False True 20,778
20 1.0151 0.9859 0.0292 3.0% 0.0071 0.7% 2% False True 19,628
40 1.0163 0.9755 0.0408 4.1% 0.0078 0.8% 27% False False 21,519
60 1.0163 0.9713 0.0450 4.6% 0.0080 0.8% 34% False False 19,284
80 1.0544 0.9713 0.0831 8.4% 0.0081 0.8% 18% False False 14,500
100 1.0544 0.9713 0.0831 8.4% 0.0075 0.8% 18% False False 11,601
120 1.0544 0.9713 0.0831 8.4% 0.0070 0.7% 18% False False 9,669
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 True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0174
2.618 1.0076
1.618 1.0016
1.000 0.9979
0.618 0.9956
HIGH 0.9919
0.618 0.9896
0.500 0.9889
0.382 0.9882
LOW 0.9859
0.618 0.9822
1.000 0.9799
1.618 0.9762
2.618 0.9702
4.250 0.9604
Fisher Pivots for day following 02-Mar-2017
Pivot 1 day 3 day
R1 0.9889 0.9928
PP 0.9881 0.9907
S1 0.9873 0.9886

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

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