CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 01-May-2017
Day Change Summary
Previous Current
28-Apr-2017 01-May-2017 Change Change % Previous Week
Open 1.0087 1.0080 -0.0007 -0.1% 1.0120
High 1.0138 1.0102 -0.0036 -0.4% 1.0138
Low 1.0071 1.0063 -0.0008 -0.1% 1.0053
Close 1.0088 1.0072 -0.0016 -0.2% 1.0088
Range 0.0067 0.0039 -0.0028 -41.8% 0.0085
ATR 0.0058 0.0056 -0.0001 -2.3% 0.0000
Volume 34,816 10,058 -24,758 -71.1% 134,098
Daily Pivots for day following 01-May-2017
Classic Woodie Camarilla DeMark
R4 1.0196 1.0173 1.0093
R3 1.0157 1.0134 1.0083
R2 1.0118 1.0118 1.0079
R1 1.0095 1.0095 1.0076 1.0087
PP 1.0079 1.0079 1.0079 1.0075
S1 1.0056 1.0056 1.0068 1.0048
S2 1.0040 1.0040 1.0065
S3 1.0001 1.0017 1.0061
S4 0.9962 0.9978 1.0051
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0348 1.0303 1.0135
R3 1.0263 1.0218 1.0111
R2 1.0178 1.0178 1.0104
R1 1.0133 1.0133 1.0096 1.0113
PP 1.0093 1.0093 1.0093 1.0083
S1 1.0048 1.0048 1.0080 1.0028
S2 1.0008 1.0008 1.0072
S3 0.9923 0.9963 1.0065
S4 0.9838 0.9878 1.0041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0138 1.0061 0.0077 0.8% 0.0051 0.5% 14% False False 22,876
10 1.0138 0.9988 0.0150 1.5% 0.0055 0.5% 56% False False 23,008
20 1.0138 0.9934 0.0204 2.0% 0.0051 0.5% 68% False False 20,080
40 1.0242 0.9892 0.0350 3.5% 0.0057 0.6% 51% False False 20,100
60 1.0242 0.9892 0.0350 3.5% 0.0060 0.6% 51% False False 13,468
80 1.0242 0.9854 0.0388 3.9% 0.0063 0.6% 56% False False 10,104
100 1.0242 0.9778 0.0464 4.6% 0.0061 0.6% 63% False False 8,085
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0268
2.618 1.0204
1.618 1.0165
1.000 1.0141
0.618 1.0126
HIGH 1.0102
0.618 1.0087
0.500 1.0083
0.382 1.0078
LOW 1.0063
0.618 1.0039
1.000 1.0024
1.618 1.0000
2.618 0.9961
4.250 0.9897
Fisher Pivots for day following 01-May-2017
Pivot 1 day 3 day
R1 1.0083 1.0101
PP 1.0079 1.0091
S1 1.0076 1.0082

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

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