CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 1.0327 1.0296 -0.0031 -0.3% 1.0391
High 1.0376 1.0306 -0.0070 -0.7% 1.0410
Low 1.0274 1.0236 -0.0038 -0.4% 1.0285
Close 1.0292 1.0258 -0.0034 -0.3% 1.0325
Range 0.0102 0.0070 -0.0032 -31.4% 0.0125
ATR 0.0066 0.0066 0.0000 0.5% 0.0000
Volume 47,723 31,650 -16,073 -33.7% 113,832
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0477 1.0437 1.0297
R3 1.0407 1.0367 1.0277
R2 1.0337 1.0337 1.0271
R1 1.0297 1.0297 1.0264 1.0282
PP 1.0267 1.0267 1.0267 1.0259
S1 1.0227 1.0227 1.0252 1.0212
S2 1.0197 1.0197 1.0245
S3 1.0127 1.0157 1.0239
S4 1.0057 1.0087 1.0220
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0715 1.0645 1.0394
R3 1.0590 1.0520 1.0359
R2 1.0465 1.0465 1.0348
R1 1.0395 1.0395 1.0336 1.0368
PP 1.0340 1.0340 1.0340 1.0326
S1 1.0270 1.0270 1.0314 1.0243
S2 1.0215 1.0215 1.0302
S3 1.0090 1.0145 1.0291
S4 0.9965 1.0020 1.0256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0376 1.0236 0.0140 1.4% 0.0059 0.6% 16% False True 30,791
10 1.0410 1.0236 0.0174 1.7% 0.0061 0.6% 13% False True 26,966
20 1.0410 1.0196 0.0214 2.1% 0.0065 0.6% 29% False False 27,816
40 1.0410 0.9921 0.0489 4.8% 0.0067 0.6% 69% False False 27,723
60 1.0410 0.9921 0.0489 4.8% 0.0063 0.6% 69% False False 24,911
80 1.0410 0.9892 0.0518 5.0% 0.0063 0.6% 71% False False 21,656
100 1.0410 0.9892 0.0518 5.0% 0.0064 0.6% 71% False False 17,332
120 1.0410 0.9778 0.0632 6.2% 0.0065 0.6% 76% False False 14,445
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0604
2.618 1.0489
1.618 1.0419
1.000 1.0376
0.618 1.0349
HIGH 1.0306
0.618 1.0279
0.500 1.0271
0.382 1.0263
LOW 1.0236
0.618 1.0193
1.000 1.0166
1.618 1.0123
2.618 1.0053
4.250 0.9939
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 1.0271 1.0306
PP 1.0267 1.0290
S1 1.0262 1.0274

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

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