CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 18-May-2017
Day Change Summary
Previous Current
17-May-2017 18-May-2017 Change Change % Previous Week
Open 1.0164 1.0242 0.0078 0.8% 1.0145
High 1.0250 1.0265 0.0015 0.1% 1.0148
Low 1.0163 1.0196 0.0033 0.3% 0.9921
Close 1.0233 1.0223 -0.0010 -0.1% 1.0000
Range 0.0087 0.0069 -0.0018 -20.7% 0.0227
ATR 0.0071 0.0071 0.0000 -0.2% 0.0000
Volume 44,337 48,407 4,070 9.2% 162,858
Daily Pivots for day following 18-May-2017
Classic Woodie Camarilla DeMark
R4 1.0435 1.0398 1.0261
R3 1.0366 1.0329 1.0242
R2 1.0297 1.0297 1.0236
R1 1.0260 1.0260 1.0229 1.0244
PP 1.0228 1.0228 1.0228 1.0220
S1 1.0191 1.0191 1.0217 1.0175
S2 1.0159 1.0159 1.0210
S3 1.0090 1.0122 1.0204
S4 1.0021 1.0053 1.0185
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1.0704 1.0579 1.0125
R3 1.0477 1.0352 1.0062
R2 1.0250 1.0250 1.0042
R1 1.0125 1.0125 1.0021 1.0074
PP 1.0023 1.0023 1.0023 0.9998
S1 0.9898 0.9898 0.9979 0.9847
S2 0.9796 0.9796 0.9958
S3 0.9569 0.9671 0.9938
S4 0.9342 0.9444 0.9875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0265 0.9935 0.0330 3.2% 0.0087 0.9% 87% True False 35,890
10 1.0265 0.9921 0.0344 3.4% 0.0080 0.8% 88% True False 33,817
20 1.0265 0.9921 0.0344 3.4% 0.0070 0.7% 88% True False 29,065
40 1.0265 0.9921 0.0344 3.4% 0.0063 0.6% 88% True False 24,048
60 1.0265 0.9892 0.0373 3.6% 0.0062 0.6% 89% True False 20,409
80 1.0265 0.9892 0.0373 3.6% 0.0064 0.6% 89% True False 15,316
100 1.0265 0.9778 0.0487 4.8% 0.0066 0.6% 91% True False 12,254
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0558
2.618 1.0446
1.618 1.0377
1.000 1.0334
0.618 1.0308
HIGH 1.0265
0.618 1.0239
0.500 1.0231
0.382 1.0222
LOW 1.0196
0.618 1.0153
1.000 1.0127
1.618 1.0084
2.618 1.0015
4.250 0.9903
Fisher Pivots for day following 18-May-2017
Pivot 1 day 3 day
R1 1.0231 1.0202
PP 1.0228 1.0181
S1 1.0226 1.0160

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

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