CME Swiss Franc Future September 2017

Trading Metrics calculated at close of trading on 03-May-2017

Day Change Summary
	Previous	Current
	02-May-2017	03-May-2017	Change	Change %	Previous Week
Open	1.0150	1.0147	-0.0003	0.0%	1.0163
High	1.0177	1.0196	0.0019	0.2%	1.0194
Low	1.0128	1.0140	0.0012	0.1%	1.0115
Close	1.0165	1.0157	-0.0008	-0.1%	1.0148
Range	0.0049	0.0056	0.0007	14.3%	0.0079
ATR	0.0049	0.0049	0.0001	1.0%	0.0000
Volume	3	1	-2	-66.7%	17

Daily Pivots for day following 03-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0332	1.0301	1.0188
R3	1.0276	1.0245	1.0172
R2	1.0220	1.0220	1.0167
R1	1.0189	1.0189	1.0162	1.0205
PP	1.0164	1.0164	1.0164	1.0172
S1	1.0133	1.0133	1.0152	1.0149
S2	1.0108	1.0108	1.0147
S3	1.0052	1.0077	1.0142
S4	0.9996	1.0021	1.0126

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0389	1.0348	1.0191
R3	1.0310	1.0269	1.0170
R2	1.0231	1.0231	1.0162
R1	1.0190	1.0190	1.0155	1.0171
PP	1.0152	1.0152	1.0152	1.0143
S1	1.0111	1.0111	1.0141	1.0092
S2	1.0073	1.0073	1.0134
S3	0.9994	1.0032	1.0126
S4	0.9915	0.9953	1.0105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0196	1.0125	0.0071	0.7%	0.0047	0.5%	45%	True	False	2
10	1.0196	1.0096	0.0100	1.0%	0.0047	0.5%	61%	True	False	2
20	1.0196	0.9996	0.0200	2.0%	0.0049	0.5%	80%	True	False	7
40	1.0301	0.9978	0.0323	3.2%	0.0048	0.5%	55%	False	False	9

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0434
2.618	1.0343
1.618	1.0287
1.000	1.0252
0.618	1.0231
HIGH	1.0196
0.618	1.0175
0.500	1.0168
0.382	1.0161
LOW	1.0140
0.618	1.0105
1.000	1.0084
1.618	1.0049
2.618	0.9993
4.250	0.9902

Fisher Pivots for day following 03-May-2017
Pivot	1 day	3 day
R1	1.0168	1.0161
PP	1.0164	1.0159
S1	1.0161	1.0158

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols