CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 08-Mar-2017
Day Change Summary
Previous Current
07-Mar-2017 08-Mar-2017 Change Change % Previous Week
Open 0.9940 0.9928 -0.0012 -0.1% 0.9992
High 0.9954 0.9940 -0.0014 -0.1% 1.0055
Low 0.9892 0.9907 0.0015 0.2% 0.9918
Close 0.9928 0.9916 -0.0012 -0.1% 0.9967
Range 0.0062 0.0033 -0.0029 -46.8% 0.0137
ATR 0.0067 0.0065 -0.0002 -3.7% 0.0000
Volume 5,957 22,192 16,235 272.5% 3,244
Daily Pivots for day following 08-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0020 1.0001 0.9934
R3 0.9987 0.9968 0.9925
R2 0.9954 0.9954 0.9922
R1 0.9935 0.9935 0.9919 0.9928
PP 0.9921 0.9921 0.9921 0.9918
S1 0.9902 0.9902 0.9913 0.9895
S2 0.9888 0.9888 0.9910
S3 0.9855 0.9869 0.9907
S4 0.9822 0.9836 0.9898
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 0.9989 0.9892 0.0097 1.0% 0.0054 0.5% 25% False False 7,089
10 1.0055 0.9892 0.0163 1.6% 0.0060 0.6% 15% False False 3,727
20 1.0144 0.9892 0.0252 2.5% 0.0063 0.6% 10% False False 1,890
40 1.0220 0.9854 0.0366 3.7% 0.0068 0.7% 17% False False 950
60 1.0220 0.9778 0.0442 4.5% 0.0064 0.6% 31% False False 637
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1.0080
2.618 1.0026
1.618 0.9993
1.000 0.9973
0.618 0.9960
HIGH 0.9940
0.618 0.9927
0.500 0.9924
0.382 0.9920
LOW 0.9907
0.618 0.9887
1.000 0.9874
1.618 0.9854
2.618 0.9821
4.250 0.9767
Fisher Pivots for day following 08-Mar-2017
Pivot 1 day 3 day
R1 0.9924 0.9941
PP 0.9921 0.9932
S1 0.9919 0.9924

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

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