CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 0.9994 0.9992 -0.0002 0.0% 1.0051
High 1.0040 1.0019 -0.0021 -0.2% 1.0056
Low 0.9987 0.9968 -0.0019 -0.2% 0.9931
Close 0.9995 0.9973 -0.0022 -0.2% 0.9995
Range 0.0053 0.0051 -0.0002 -3.8% 0.0125
ATR 0.0069 0.0068 -0.0001 -1.9% 0.0000
Volume 80 58 -22 -27.5% 390
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0140 1.0107 1.0001
R3 1.0089 1.0056 0.9987
R2 1.0038 1.0038 0.9982
R1 1.0005 1.0005 0.9978 0.9996
PP 0.9987 0.9987 0.9987 0.9982
S1 0.9954 0.9954 0.9968 0.9945
S2 0.9936 0.9936 0.9964
S3 0.9885 0.9903 0.9959
S4 0.9834 0.9852 0.9945
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0369 1.0307 1.0064
R3 1.0244 1.0182 1.0029
R2 1.0119 1.0119 1.0018
R1 1.0057 1.0057 1.0006 1.0026
PP 0.9994 0.9994 0.9994 0.9978
S1 0.9932 0.9932 0.9984 0.9901
S2 0.9869 0.9869 0.9972
S3 0.9744 0.9807 0.9961
S4 0.9619 0.9682 0.9926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0056 0.9931 0.0125 1.3% 0.0062 0.6% 34% False False 89
10 1.0103 0.9931 0.0172 1.7% 0.0062 0.6% 24% False False 77
20 1.0220 0.9931 0.0289 2.9% 0.0067 0.7% 15% False False 50
40 1.0220 0.9778 0.0442 4.4% 0.0073 0.7% 44% False False 30
60 1.0220 0.9778 0.0442 4.4% 0.0061 0.6% 44% False False 22
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0236
2.618 1.0153
1.618 1.0102
1.000 1.0070
0.618 1.0051
HIGH 1.0019
0.618 1.0000
0.500 0.9994
0.382 0.9987
LOW 0.9968
0.618 0.9936
1.000 0.9917
1.618 0.9885
2.618 0.9834
4.250 0.9751
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 0.9994 0.9997
PP 0.9987 0.9989
S1 0.9980 0.9981

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

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