CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 05-May-2017
Day Change Summary
Previous Current
04-May-2017 05-May-2017 Change Change % Previous Week
Open 1.0083 1.0166 0.0083 0.8% 1.0080
High 1.0165 1.0169 0.0004 0.0% 1.0169
Low 1.0068 1.0122 0.0054 0.5% 1.0063
Close 1.0154 1.0152 -0.0002 0.0% 1.0152
Range 0.0097 0.0047 -0.0050 -51.5% 0.0106
ATR 0.0059 0.0059 -0.0001 -1.5% 0.0000
Volume 31,325 25,614 -5,711 -18.2% 114,557
Daily Pivots for day following 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.0289 1.0267 1.0178
R3 1.0242 1.0220 1.0165
R2 1.0195 1.0195 1.0161
R1 1.0173 1.0173 1.0156 1.0161
PP 1.0148 1.0148 1.0148 1.0141
S1 1.0126 1.0126 1.0148 1.0114
S2 1.0101 1.0101 1.0143
S3 1.0054 1.0079 1.0139
S4 1.0007 1.0032 1.0126
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.0446 1.0405 1.0210
R3 1.0340 1.0299 1.0181
R2 1.0234 1.0234 1.0171
R1 1.0193 1.0193 1.0162 1.0214
PP 1.0128 1.0128 1.0128 1.0138
S1 1.0087 1.0087 1.0142 1.0108
S2 1.0022 1.0022 1.0133
S3 0.9916 0.9981 1.0123
S4 0.9810 0.9875 1.0094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0169 1.0063 0.0106 1.0% 0.0060 0.6% 84% True False 22,911
10 1.0169 1.0053 0.0116 1.1% 0.0059 0.6% 85% True False 24,865
20 1.0169 0.9934 0.0235 2.3% 0.0056 0.6% 93% True False 21,727
40 1.0242 0.9907 0.0335 3.3% 0.0058 0.6% 73% False False 21,199
60 1.0242 0.9892 0.0350 3.4% 0.0060 0.6% 74% False False 15,209
80 1.0242 0.9854 0.0388 3.8% 0.0063 0.6% 77% False False 11,409
100 1.0242 0.9778 0.0464 4.6% 0.0062 0.6% 81% False False 9,130
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 True
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0369
2.618 1.0292
1.618 1.0245
1.000 1.0216
0.618 1.0198
HIGH 1.0169
0.618 1.0151
0.500 1.0146
0.382 1.0140
LOW 1.0122
0.618 1.0093
1.000 1.0075
1.618 1.0046
2.618 0.9999
4.250 0.9922
Fisher Pivots for day following 05-May-2017
Pivot 1 day 3 day
R1 1.0150 1.0141
PP 1.0148 1.0130
S1 1.0146 1.0119

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

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