CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 17-Mar-2017
Day Change Summary
Previous Current
16-Mar-2017 17-Mar-2017 Change Change % Previous Week
Open 1.0056 1.0094 0.0038 0.4% 0.9956
High 1.0106 1.0115 0.0009 0.1% 1.0115
Low 1.0043 1.0066 0.0023 0.2% 0.9941
Close 1.0092 1.0081 -0.0011 -0.1% 1.0081
Range 0.0063 0.0049 -0.0014 -22.2% 0.0174
ATR 0.0067 0.0065 -0.0001 -1.9% 0.0000
Volume 26,127 17,466 -8,661 -33.1% 110,821
Daily Pivots for day following 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0234 1.0207 1.0108
R3 1.0185 1.0158 1.0094
R2 1.0136 1.0136 1.0090
R1 1.0109 1.0109 1.0085 1.0098
PP 1.0087 1.0087 1.0087 1.0082
S1 1.0060 1.0060 1.0077 1.0049
S2 1.0038 1.0038 1.0072
S3 0.9989 1.0011 1.0068
S4 0.9940 0.9962 1.0054
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0568 1.0498 1.0177
R3 1.0394 1.0324 1.0129
R2 1.0220 1.0220 1.0113
R1 1.0150 1.0150 1.0097 1.0185
PP 1.0046 1.0046 1.0046 1.0063
S1 0.9976 0.9976 1.0065 1.0011
S2 0.9872 0.9872 1.0049
S3 0.9698 0.9802 1.0033
S4 0.9524 0.9628 0.9985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0115 0.9941 0.0174 1.7% 0.0065 0.6% 80% True False 22,164
10 1.0115 0.9892 0.0223 2.2% 0.0061 0.6% 85% True False 19,955
20 1.0115 0.9892 0.0223 2.2% 0.0064 0.6% 85% True False 10,161
40 1.0220 0.9892 0.0328 3.3% 0.0064 0.6% 58% False False 5,094
60 1.0220 0.9778 0.0442 4.4% 0.0068 0.7% 69% False False 3,399
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 False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0323
2.618 1.0243
1.618 1.0194
1.000 1.0164
0.618 1.0145
HIGH 1.0115
0.618 1.0096
0.500 1.0091
0.382 1.0085
LOW 1.0066
0.618 1.0036
1.000 1.0017
1.618 0.9987
2.618 0.9938
4.250 0.9858
Fisher Pivots for day following 17-Mar-2017
Pivot 1 day 3 day
R1 1.0091 1.0066
PP 1.0087 1.0051
S1 1.0084 1.0036

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

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