CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 24-Apr-2017
Day Change Summary
Previous Current
21-Apr-2017 24-Apr-2017 Change Change % Previous Week
Open 1.0048 1.0120 0.0072 0.7% 0.9985
High 1.0079 1.0132 0.0053 0.5% 1.0093
Low 1.0034 1.0053 0.0019 0.2% 0.9979
Close 1.0050 1.0070 0.0020 0.2% 1.0050
Range 0.0045 0.0079 0.0034 75.6% 0.0114
ATR 0.0057 0.0059 0.0002 3.1% 0.0000
Volume 20,098 29,776 9,678 48.2% 94,979
Daily Pivots for day following 24-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0322 1.0275 1.0113
R3 1.0243 1.0196 1.0092
R2 1.0164 1.0164 1.0084
R1 1.0117 1.0117 1.0077 1.0101
PP 1.0085 1.0085 1.0085 1.0077
S1 1.0038 1.0038 1.0063 1.0022
S2 1.0006 1.0006 1.0056
S3 0.9927 0.9959 1.0048
S4 0.9848 0.9880 1.0027
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0383 1.0330 1.0113
R3 1.0269 1.0216 1.0081
R2 1.0155 1.0155 1.0071
R1 1.0102 1.0102 1.0060 1.0128
PP 1.0041 1.0041 1.0041 1.0054
S1 0.9988 0.9988 1.0040 1.0015
S2 0.9927 0.9927 1.0029
S3 0.9813 0.9874 1.0019
S4 0.9699 0.9760 0.9987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0132 0.9988 0.0144 1.4% 0.0060 0.6% 57% True False 23,140
10 1.0132 0.9934 0.0198 2.0% 0.0054 0.5% 69% True False 19,463
20 1.0242 0.9934 0.0308 3.1% 0.0057 0.6% 44% False False 20,050
40 1.0242 0.9892 0.0350 3.5% 0.0059 0.6% 51% False False 17,321
60 1.0242 0.9892 0.0350 3.5% 0.0062 0.6% 51% False False 11,563
80 1.0242 0.9778 0.0464 4.6% 0.0066 0.7% 63% False False 8,675
100 1.0242 0.9778 0.0464 4.6% 0.0060 0.6% 63% False False 6,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0468
2.618 1.0339
1.618 1.0260
1.000 1.0211
0.618 1.0181
HIGH 1.0132
0.618 1.0102
0.500 1.0093
0.382 1.0083
LOW 1.0053
0.618 1.0004
1.000 0.9974
1.618 0.9925
2.618 0.9846
4.250 0.9717
Fisher Pivots for day following 24-Apr-2017
Pivot 1 day 3 day
R1 1.0093 1.0083
PP 1.0085 1.0079
S1 1.0078 1.0074

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

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