CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 1.0268 1.0344 0.0076 0.7% 1.0297
High 1.0353 1.0349 -0.0004 0.0% 1.0335
Low 1.0256 1.0297 0.0041 0.4% 1.0241
Close 1.0349 1.0303 -0.0046 -0.4% 1.0275
Range 0.0097 0.0052 -0.0045 -46.4% 0.0094
ATR 0.0072 0.0070 -0.0001 -2.0% 0.0000
Volume 32,028 23,352 -8,676 -27.1% 117,109
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0472 1.0440 1.0332
R3 1.0420 1.0388 1.0317
R2 1.0368 1.0368 1.0313
R1 1.0336 1.0336 1.0308 1.0326
PP 1.0316 1.0316 1.0316 1.0312
S1 1.0284 1.0284 1.0298 1.0274
S2 1.0264 1.0264 1.0293
S3 1.0212 1.0232 1.0289
S4 1.0160 1.0180 1.0274
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 1.0566 1.0514 1.0327
R3 1.0472 1.0420 1.0301
R2 1.0378 1.0378 1.0292
R1 1.0326 1.0326 1.0284 1.0305
PP 1.0284 1.0284 1.0284 1.0273
S1 1.0232 1.0232 1.0266 1.0211
S2 1.0190 1.0190 1.0258
S3 1.0096 1.0138 1.0249
S4 1.0002 1.0044 1.0223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0353 1.0208 0.0145 1.4% 0.0068 0.7% 66% False False 26,096
10 1.0353 1.0196 0.0157 1.5% 0.0068 0.7% 68% False False 28,666
20 1.0353 0.9921 0.0432 4.2% 0.0076 0.7% 88% False False 30,387
40 1.0353 0.9921 0.0432 4.2% 0.0065 0.6% 88% False False 25,639
60 1.0353 0.9900 0.0453 4.4% 0.0063 0.6% 89% False False 24,129
80 1.0353 0.9892 0.0461 4.5% 0.0064 0.6% 89% False False 18,292
100 1.0353 0.9854 0.0499 4.8% 0.0065 0.6% 90% False False 14,635
120 1.0353 0.9778 0.0575 5.6% 0.0064 0.6% 91% False False 12,198
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0570
2.618 1.0485
1.618 1.0433
1.000 1.0401
0.618 1.0381
HIGH 1.0349
0.618 1.0329
0.500 1.0323
0.382 1.0317
LOW 1.0297
0.618 1.0265
1.000 1.0245
1.618 1.0213
2.618 1.0161
4.250 1.0076
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 1.0323 1.0296
PP 1.0316 1.0288
S1 1.0310 1.0281

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

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