CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 28-Mar-2017
Day Change Summary
Previous Current
27-Mar-2017 28-Mar-2017 Change Change % Previous Week
Open 1.0164 1.0197 0.0033 0.3% 1.0078
High 1.0242 1.0222 -0.0020 -0.2% 1.0175
Low 1.0157 1.0116 -0.0041 -0.4% 1.0051
Close 1.0204 1.0129 -0.0075 -0.7% 1.0148
Range 0.0085 0.0106 0.0021 24.7% 0.0124
ATR 0.0065 0.0068 0.0003 4.5% 0.0000
Volume 24,711 22,677 -2,034 -8.2% 89,075
Daily Pivots for day following 28-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0474 1.0407 1.0187
R3 1.0368 1.0301 1.0158
R2 1.0262 1.0262 1.0148
R1 1.0195 1.0195 1.0139 1.0176
PP 1.0156 1.0156 1.0156 1.0146
S1 1.0089 1.0089 1.0119 1.0070
S2 1.0050 1.0050 1.0110
S3 0.9944 0.9983 1.0100
S4 0.9838 0.9877 1.0071
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 1.0242 1.0094 0.0148 1.5% 0.0072 0.7% 24% False False 20,339
10 1.0242 0.9956 0.0286 2.8% 0.0071 0.7% 60% False False 21,048
20 1.0242 0.9892 0.0350 3.5% 0.0064 0.6% 68% False False 16,918
40 1.0242 0.9892 0.0350 3.5% 0.0065 0.6% 68% False False 8,504
60 1.0242 0.9778 0.0464 4.6% 0.0070 0.7% 76% False False 5,673
80 1.0242 0.9778 0.0464 4.6% 0.0063 0.6% 76% False False 4,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0673
2.618 1.0500
1.618 1.0394
1.000 1.0328
0.618 1.0288
HIGH 1.0222
0.618 1.0182
0.500 1.0169
0.382 1.0156
LOW 1.0116
0.618 1.0050
1.000 1.0010
1.618 0.9944
2.618 0.9838
4.250 0.9666
Fisher Pivots for day following 28-Mar-2017
Pivot 1 day 3 day
R1 1.0169 1.0168
PP 1.0156 1.0155
S1 1.0142 1.0142

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

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