CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 1.0139 1.0117 -0.0022 -0.2% 1.0078
High 1.0142 1.0164 0.0022 0.2% 1.0175
Low 1.0111 1.0094 -0.0017 -0.2% 1.0051
Close 1.0121 1.0148 0.0027 0.3% 1.0148
Range 0.0031 0.0070 0.0039 125.8% 0.0124
ATR 0.0063 0.0063 0.0001 0.9% 0.0000
Volume 14,806 14,671 -135 -0.9% 89,075
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0345 1.0317 1.0187
R3 1.0275 1.0247 1.0167
R2 1.0205 1.0205 1.0161
R1 1.0177 1.0177 1.0154 1.0191
PP 1.0135 1.0135 1.0135 1.0143
S1 1.0107 1.0107 1.0142 1.0121
S2 1.0065 1.0065 1.0135
S3 0.9995 1.0037 1.0129
S4 0.9925 0.9967 1.0110
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0497 1.0446 1.0216
R3 1.0373 1.0322 1.0182
R2 1.0249 1.0249 1.0171
R1 1.0198 1.0198 1.0159 1.0224
PP 1.0125 1.0125 1.0125 1.0137
S1 1.0074 1.0074 1.0137 1.0100
S2 1.0001 1.0001 1.0125
S3 0.9877 0.9950 1.0114
S4 0.9753 0.9826 1.0080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0175 1.0051 0.0124 1.2% 0.0057 0.6% 78% False False 17,815
10 1.0175 0.9941 0.0234 2.3% 0.0061 0.6% 88% False False 19,989
20 1.0175 0.9892 0.0283 2.8% 0.0062 0.6% 90% False False 14,593
40 1.0220 0.9892 0.0328 3.2% 0.0064 0.6% 78% False False 7,320
60 1.0220 0.9778 0.0442 4.4% 0.0069 0.7% 84% False False 4,884
80 1.0220 0.9778 0.0442 4.4% 0.0061 0.6% 84% False False 3,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0462
2.618 1.0347
1.618 1.0277
1.000 1.0234
0.618 1.0207
HIGH 1.0164
0.618 1.0137
0.500 1.0129
0.382 1.0121
LOW 1.0094
0.618 1.0051
1.000 1.0024
1.618 0.9981
2.618 0.9911
4.250 0.9797
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 1.0142 1.0144
PP 1.0135 1.0139
S1 1.0129 1.0135

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

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