CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 09-May-2017
Day Change Summary
Previous Current
08-May-2017 09-May-2017 Change Change % Previous Week
Open 1.0145 1.0035 -0.0110 -1.1% 1.0080
High 1.0148 1.0046 -0.0102 -1.0% 1.0169
Low 1.0031 0.9932 -0.0099 -1.0% 1.0063
Close 1.0043 0.9936 -0.0107 -1.1% 1.0152
Range 0.0117 0.0114 -0.0003 -2.6% 0.0106
ATR 0.0063 0.0067 0.0004 5.8% 0.0000
Volume 34,845 34,396 -449 -1.3% 114,557
Daily Pivots for day following 09-May-2017
Classic Woodie Camarilla DeMark
R4 1.0313 1.0239 0.9999
R3 1.0199 1.0125 0.9967
R2 1.0085 1.0085 0.9957
R1 1.0011 1.0011 0.9946 0.9991
PP 0.9971 0.9971 0.9971 0.9962
S1 0.9897 0.9897 0.9926 0.9877
S2 0.9857 0.9857 0.9915
S3 0.9743 0.9783 0.9905
S4 0.9629 0.9669 0.9873
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 0.9932 0.0237 2.4% 0.0087 0.9% 2% False True 29,902
10 1.0169 0.9932 0.0237 2.4% 0.0069 0.7% 2% False True 26,677
20 1.0169 0.9932 0.0237 2.4% 0.0063 0.6% 2% False True 23,350
40 1.0242 0.9932 0.0310 3.1% 0.0061 0.6% 1% False True 21,667
60 1.0242 0.9892 0.0350 3.5% 0.0061 0.6% 13% False False 16,361
80 1.0242 0.9892 0.0350 3.5% 0.0063 0.6% 13% False False 12,274
100 1.0242 0.9778 0.0464 4.7% 0.0064 0.6% 34% False False 9,822
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0530
2.618 1.0344
1.618 1.0230
1.000 1.0160
0.618 1.0116
HIGH 1.0046
0.618 1.0002
0.500 0.9989
0.382 0.9976
LOW 0.9932
0.618 0.9862
1.000 0.9818
1.618 0.9748
2.618 0.9634
4.250 0.9448
Fisher Pivots for day following 09-May-2017
Pivot 1 day 3 day
R1 0.9989 1.0051
PP 0.9971 1.0012
S1 0.9954 0.9974

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

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