CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 06-Mar-2017
Day Change Summary
Previous Current
03-Mar-2017 06-Mar-2017 Change Change % Previous Week
Open 0.9870 0.9923 0.0053 0.5% 0.9932
High 0.9928 0.9930 0.0002 0.0% 0.9997
Low 0.9868 0.9875 0.0007 0.1% 0.9859
Close 0.9909 0.9887 -0.0022 -0.2% 0.9909
Range 0.0060 0.0055 -0.0005 -8.3% 0.0138
ATR 0.0073 0.0072 -0.0001 -1.8% 0.0000
Volume 24,997 19,167 -5,830 -23.3% 113,104
Daily Pivots for day following 06-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0062 1.0030 0.9917
R3 1.0007 0.9975 0.9902
R2 0.9952 0.9952 0.9897
R1 0.9920 0.9920 0.9892 0.9909
PP 0.9897 0.9897 0.9897 0.9892
S1 0.9865 0.9865 0.9882 0.9854
S2 0.9842 0.9842 0.9877
S3 0.9787 0.9810 0.9872
S4 0.9732 0.9755 0.9857
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0336 1.0260 0.9985
R3 1.0198 1.0122 0.9947
R2 1.0060 1.0060 0.9934
R1 0.9984 0.9984 0.9922 0.9953
PP 0.9922 0.9922 0.9922 0.9906
S1 0.9846 0.9846 0.9896 0.9815
S2 0.9784 0.9784 0.9884
S3 0.9646 0.9708 0.9871
S4 0.9508 0.9570 0.9833
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% 0.0069 0.7% 20% False False 23,097
10 0.9998 0.9859 0.0139 1.4% 0.0067 0.7% 20% False False 21,440
20 1.0115 0.9859 0.0256 2.6% 0.0069 0.7% 11% False False 19,803
40 1.0163 0.9789 0.0374 3.8% 0.0076 0.8% 26% False False 21,303
60 1.0163 0.9713 0.0450 4.6% 0.0078 0.8% 39% False False 19,978
80 1.0544 0.9713 0.0831 8.4% 0.0080 0.8% 21% False False 15,052
100 1.0544 0.9713 0.0831 8.4% 0.0075 0.8% 21% False False 12,042
120 1.0544 0.9713 0.0831 8.4% 0.0071 0.7% 21% False False 10,037
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0164
2.618 1.0074
1.618 1.0019
1.000 0.9985
0.618 0.9964
HIGH 0.9930
0.618 0.9909
0.500 0.9903
0.382 0.9896
LOW 0.9875
0.618 0.9841
1.000 0.9820
1.618 0.9786
2.618 0.9731
4.250 0.9641
Fisher Pivots for day following 06-Mar-2017
Pivot 1 day 3 day
R1 0.9903 0.9895
PP 0.9897 0.9892
S1 0.9892 0.9890

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

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