CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 03-Mar-2017
Day Change Summary
Previous Current
02-Mar-2017 03-Mar-2017 Change Change % Previous Week
Open 0.9966 0.9933 -0.0033 -0.3% 0.9992
High 0.9977 0.9986 0.0009 0.1% 1.0055
Low 0.9918 0.9927 0.0009 0.1% 0.9918
Close 0.9924 0.9967 0.0043 0.4% 0.9967
Range 0.0059 0.0059 0.0000 0.0% 0.0137
ATR 0.0069 0.0069 -0.0001 -0.8% 0.0000
Volume 732 958 226 30.9% 3,244
Daily Pivots for day following 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0137 1.0111 0.9999
R3 1.0078 1.0052 0.9983
R2 1.0019 1.0019 0.9978
R1 0.9993 0.9993 0.9972 1.0006
PP 0.9960 0.9960 0.9960 0.9967
S1 0.9934 0.9934 0.9962 0.9947
S2 0.9901 0.9901 0.9956
S3 0.9842 0.9875 0.9951
S4 0.9783 0.9816 0.9935
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0391 1.0316 1.0042
R3 1.0254 1.0179 1.0005
R2 1.0117 1.0117 0.9992
R1 1.0042 1.0042 0.9980 1.0011
PP 0.9980 0.9980 0.9980 0.9965
S1 0.9905 0.9905 0.9954 0.9874
S2 0.9843 0.9843 0.9942
S3 0.9706 0.9768 0.9929
S4 0.9569 0.9631 0.9892
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% 0.0067 0.7% 36% False False 648
10 1.0100 0.9918 0.0182 1.8% 0.0066 0.7% 27% False False 368
20 1.0172 0.9918 0.0254 2.5% 0.0066 0.7% 19% False False 205
40 1.0220 0.9854 0.0366 3.7% 0.0069 0.7% 31% False False 107
60 1.0220 0.9778 0.0442 4.4% 0.0064 0.6% 43% False False 75
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0237
2.618 1.0140
1.618 1.0081
1.000 1.0045
0.618 1.0022
HIGH 0.9986
0.618 0.9963
0.500 0.9957
0.382 0.9950
LOW 0.9927
0.618 0.9891
1.000 0.9868
1.618 0.9832
2.618 0.9773
4.250 0.9676
Fisher Pivots for day following 03-Mar-2017
Pivot 1 day 3 day
R1 0.9964 0.9966
PP 0.9960 0.9965
S1 0.9957 0.9964

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

View Archives - Comment on this page... - Back to Index of Symbols