CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 25-May-2017
Day Change Summary
Previous Current
24-May-2017 25-May-2017 Change Change % Previous Week
Open 1.0260 1.0283 0.0023 0.2% 1.0015
High 1.0290 1.0322 0.0032 0.3% 1.0299
Low 1.0241 1.0281 0.0040 0.4% 1.0000
Close 1.0267 1.0290 0.0023 0.2% 1.0290
Range 0.0049 0.0041 -0.0008 -16.3% 0.0299
ATR 0.0070 0.0069 -0.0001 -1.5% 0.0000
Volume 25,694 16,128 -9,566 -37.2% 177,872
Daily Pivots for day following 25-May-2017
Classic Woodie Camarilla DeMark
R4 1.0421 1.0396 1.0313
R3 1.0380 1.0355 1.0301
R2 1.0339 1.0339 1.0298
R1 1.0314 1.0314 1.0294 1.0327
PP 1.0298 1.0298 1.0298 1.0304
S1 1.0273 1.0273 1.0286 1.0286
S2 1.0257 1.0257 1.0282
S3 1.0216 1.0232 1.0279
S4 1.0175 1.0191 1.0267
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 1.0335 1.0216 0.0119 1.2% 0.0063 0.6% 62% False False 24,780
10 1.0335 0.9935 0.0400 3.9% 0.0075 0.7% 89% False False 30,335
20 1.0335 0.9921 0.0414 4.0% 0.0072 0.7% 89% False False 29,291
40 1.0335 0.9921 0.0414 4.0% 0.0062 0.6% 89% False False 24,683
60 1.0335 0.9892 0.0443 4.3% 0.0062 0.6% 90% False False 22,444
80 1.0335 0.9892 0.0443 4.3% 0.0063 0.6% 90% False False 16,863
100 1.0335 0.9778 0.0557 5.4% 0.0066 0.6% 92% False False 13,493
120 1.0335 0.9778 0.0557 5.4% 0.0063 0.6% 92% False False 11,245
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0496
2.618 1.0429
1.618 1.0388
1.000 1.0363
0.618 1.0347
HIGH 1.0322
0.618 1.0306
0.500 1.0302
0.382 1.0297
LOW 1.0281
0.618 1.0256
1.000 1.0240
1.618 1.0215
2.618 1.0174
4.250 1.0107
Fisher Pivots for day following 25-May-2017
Pivot 1 day 3 day
R1 1.0302 1.0287
PP 1.0298 1.0285
S1 1.0294 1.0282

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

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