CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 1.0166 1.0145 -0.0021 -0.2% 1.0080
High 1.0169 1.0148 -0.0021 -0.2% 1.0169
Low 1.0122 1.0031 -0.0091 -0.9% 1.0063
Close 1.0152 1.0043 -0.0109 -1.1% 1.0152
Range 0.0047 0.0117 0.0070 148.9% 0.0106
ATR 0.0059 0.0063 0.0004 7.6% 0.0000
Volume 25,614 34,845 9,231 36.0% 114,557
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 1.0425 1.0351 1.0107
R3 1.0308 1.0234 1.0075
R2 1.0191 1.0191 1.0064
R1 1.0117 1.0117 1.0054 1.0096
PP 1.0074 1.0074 1.0074 1.0063
S1 1.0000 1.0000 1.0032 0.9979
S2 0.9957 0.9957 1.0022
S3 0.9840 0.9883 1.0011
S4 0.9723 0.9766 0.9979
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 1.0031 0.0138 1.4% 0.0076 0.8% 9% False True 27,868
10 1.0169 1.0031 0.0138 1.4% 0.0063 0.6% 9% False True 25,372
20 1.0169 0.9934 0.0235 2.3% 0.0059 0.6% 46% False False 22,418
40 1.0242 0.9934 0.0308 3.1% 0.0059 0.6% 35% False False 21,365
60 1.0242 0.9892 0.0350 3.5% 0.0060 0.6% 43% False False 15,789
80 1.0242 0.9892 0.0350 3.5% 0.0063 0.6% 43% False False 11,845
100 1.0242 0.9778 0.0464 4.6% 0.0063 0.6% 57% False False 9,478
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 37 trading days
Fibonacci Retracements and Extensions
4.250 1.0645
2.618 1.0454
1.618 1.0337
1.000 1.0265
0.618 1.0220
HIGH 1.0148
0.618 1.0103
0.500 1.0090
0.382 1.0076
LOW 1.0031
0.618 0.9959
1.000 0.9914
1.618 0.9842
2.618 0.9725
4.250 0.9534
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 1.0090 1.0100
PP 1.0074 1.0081
S1 1.0059 1.0062

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

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