CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 1.0242 1.0220 -0.0022 -0.2% 1.0015
High 1.0265 1.0299 0.0034 0.3% 1.0299
Low 1.0196 1.0216 0.0020 0.2% 1.0000
Close 1.0223 1.0290 0.0067 0.7% 1.0290
Range 0.0069 0.0083 0.0014 20.3% 0.0299
ATR 0.0071 0.0072 0.0001 1.2% 0.0000
Volume 48,407 28,168 -20,239 -41.8% 177,872
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 1.0517 1.0487 1.0336
R3 1.0434 1.0404 1.0313
R2 1.0351 1.0351 1.0305
R1 1.0321 1.0321 1.0298 1.0336
PP 1.0268 1.0268 1.0268 1.0276
S1 1.0238 1.0238 1.0282 1.0253
S2 1.0185 1.0185 1.0275
S3 1.0102 1.0155 1.0267
S4 1.0019 1.0072 1.0244
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 1.1093 1.0991 1.0454
R3 1.0794 1.0692 1.0372
R2 1.0495 1.0495 1.0345
R1 1.0393 1.0393 1.0317 1.0444
PP 1.0196 1.0196 1.0196 1.0222
S1 1.0094 1.0094 1.0263 1.0145
S2 0.9897 0.9897 1.0235
S3 0.9598 0.9795 1.0208
S4 0.9299 0.9496 1.0126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0299 1.0000 0.0299 2.9% 0.0084 0.8% 97% True False 35,574
10 1.0299 0.9921 0.0378 3.7% 0.0084 0.8% 98% True False 34,073
20 1.0299 0.9921 0.0378 3.7% 0.0072 0.7% 98% True False 29,469
40 1.0299 0.9921 0.0378 3.7% 0.0064 0.6% 98% True False 24,382
60 1.0299 0.9892 0.0407 4.0% 0.0063 0.6% 98% True False 20,876
80 1.0299 0.9892 0.0407 4.0% 0.0064 0.6% 98% True False 15,668
100 1.0299 0.9778 0.0521 5.1% 0.0066 0.6% 98% True False 12,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0652
2.618 1.0516
1.618 1.0433
1.000 1.0382
0.618 1.0350
HIGH 1.0299
0.618 1.0267
0.500 1.0258
0.382 1.0248
LOW 1.0216
0.618 1.0165
1.000 1.0133
1.618 1.0082
2.618 0.9999
4.250 0.9863
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 1.0279 1.0270
PP 1.0268 1.0251
S1 1.0258 1.0231

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

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