CME Swiss Franc Future June 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 1.0003 0.9966 -0.0037 -0.4% 1.0051
High 1.0010 0.9977 -0.0033 -0.3% 1.0056
Low 0.9937 0.9918 -0.0019 -0.2% 0.9931
Close 0.9974 0.9924 -0.0050 -0.5% 0.9995
Range 0.0073 0.0059 -0.0014 -19.2% 0.0125
ATR 0.0070 0.0069 -0.0001 -1.1% 0.0000
Volume 662 732 70 10.6% 390
Daily Pivots for day following 02-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0117 1.0079 0.9956
R3 1.0058 1.0020 0.9940
R2 0.9999 0.9999 0.9935
R1 0.9961 0.9961 0.9929 0.9951
PP 0.9940 0.9940 0.9940 0.9934
S1 0.9902 0.9902 0.9919 0.9892
S2 0.9881 0.9881 0.9913
S3 0.9822 0.9843 0.9908
S4 0.9763 0.9784 0.9892
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 1.0055 0.9918 0.0137 1.4% 0.0066 0.7% 4% False True 473
10 1.0103 0.9918 0.0185 1.9% 0.0068 0.7% 3% False True 282
20 1.0209 0.9918 0.0291 2.9% 0.0066 0.7% 2% False True 158
40 1.0220 0.9819 0.0401 4.0% 0.0069 0.7% 26% False False 83
60 1.0220 0.9778 0.0442 4.5% 0.0064 0.6% 33% False False 59
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0228
2.618 1.0131
1.618 1.0072
1.000 1.0036
0.618 1.0013
HIGH 0.9977
0.618 0.9954
0.500 0.9948
0.382 0.9941
LOW 0.9918
0.618 0.9882
1.000 0.9859
1.618 0.9823
2.618 0.9764
4.250 0.9667
Fisher Pivots for day following 02-Mar-2017
Pivot 1 day 3 day
R1 0.9948 0.9987
PP 0.9940 0.9966
S1 0.9932 0.9945

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

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