CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 25-Apr-2017
Day Change Summary
Previous Current
24-Apr-2017 25-Apr-2017 Change Change % Previous Week
Open 1.0120 1.0076 -0.0044 -0.4% 0.9985
High 1.0132 1.0114 -0.0018 -0.2% 1.0093
Low 1.0053 1.0061 0.0008 0.1% 0.9979
Close 1.0070 1.0103 0.0033 0.3% 1.0050
Range 0.0079 0.0053 -0.0026 -32.9% 0.0114
ATR 0.0059 0.0058 0.0000 -0.7% 0.0000
Volume 29,776 21,347 -8,429 -28.3% 94,979
Daily Pivots for day following 25-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0252 1.0230 1.0132
R3 1.0199 1.0177 1.0118
R2 1.0146 1.0146 1.0113
R1 1.0124 1.0124 1.0108 1.0135
PP 1.0093 1.0093 1.0093 1.0098
S1 1.0071 1.0071 1.0098 1.0082
S2 1.0040 1.0040 1.0093
S3 0.9987 1.0018 1.0088
S4 0.9934 0.9965 1.0074
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 1.0034 0.0098 1.0% 0.0052 0.5% 70% False False 22,052
10 1.0132 0.9948 0.0184 1.8% 0.0056 0.6% 84% False False 20,023
20 1.0222 0.9934 0.0288 2.9% 0.0055 0.5% 59% False False 19,882
40 1.0242 0.9892 0.0350 3.5% 0.0059 0.6% 60% False False 17,854
60 1.0242 0.9892 0.0350 3.5% 0.0062 0.6% 60% False False 11,919
80 1.0242 0.9778 0.0464 4.6% 0.0066 0.7% 70% False False 8,942
100 1.0242 0.9778 0.0464 4.6% 0.0060 0.6% 70% False False 7,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0339
2.618 1.0253
1.618 1.0200
1.000 1.0167
0.618 1.0147
HIGH 1.0114
0.618 1.0094
0.500 1.0088
0.382 1.0081
LOW 1.0061
0.618 1.0028
1.000 1.0008
1.618 0.9975
2.618 0.9922
4.250 0.9836
Fisher Pivots for day following 25-Apr-2017
Pivot 1 day 3 day
R1 1.0098 1.0096
PP 1.0093 1.0090
S1 1.0088 1.0083

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

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