CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 1.0296 1.0255 -0.0041 -0.4% 1.0321
High 1.0306 1.0280 -0.0026 -0.3% 1.0376
Low 1.0236 1.0250 0.0014 0.1% 1.0236
Close 1.0258 1.0270 0.0012 0.1% 1.0270
Range 0.0070 0.0030 -0.0040 -57.1% 0.0140
ATR 0.0066 0.0063 -0.0003 -3.9% 0.0000
Volume 31,650 7,653 -23,997 -75.8% 137,503
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0357 1.0343 1.0287
R3 1.0327 1.0313 1.0278
R2 1.0297 1.0297 1.0276
R1 1.0283 1.0283 1.0273 1.0290
PP 1.0267 1.0267 1.0267 1.0270
S1 1.0253 1.0253 1.0267 1.0260
S2 1.0237 1.0237 1.0265
S3 1.0207 1.0223 1.0262
S4 1.0177 1.0193 1.0254
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0714 1.0632 1.0347
R3 1.0574 1.0492 1.0309
R2 1.0434 1.0434 1.0296
R1 1.0352 1.0352 1.0283 1.0323
PP 1.0294 1.0294 1.0294 1.0280
S1 1.0212 1.0212 1.0257 1.0183
S2 1.0154 1.0154 1.0244
S3 1.0014 1.0072 1.0232
S4 0.9874 0.9932 1.0193
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% 0.0054 0.5% 24% False False 27,500
10 1.0410 1.0236 0.0174 1.7% 0.0053 0.5% 20% False False 25,133
20 1.0410 1.0208 0.0202 2.0% 0.0063 0.6% 31% False False 25,778
40 1.0410 0.9921 0.0489 4.8% 0.0066 0.6% 71% False False 27,422
60 1.0410 0.9921 0.0489 4.8% 0.0063 0.6% 71% False False 24,624
80 1.0410 0.9892 0.0518 5.0% 0.0062 0.6% 73% False False 21,751
100 1.0410 0.9892 0.0518 5.0% 0.0063 0.6% 73% False False 17,408
120 1.0410 0.9778 0.0632 6.2% 0.0065 0.6% 78% False False 14,508
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0408
2.618 1.0359
1.618 1.0329
1.000 1.0310
0.618 1.0299
HIGH 1.0280
0.618 1.0269
0.500 1.0265
0.382 1.0261
LOW 1.0250
0.618 1.0231
1.000 1.0220
1.618 1.0201
2.618 1.0171
4.250 1.0123
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 1.0268 1.0306
PP 1.0267 1.0294
S1 1.0265 1.0282

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

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