CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 05-May-2017
Day Change Summary
Previous Current
04-May-2017 05-May-2017 Change Change % Previous Week
Open 1.0163 1.0205 0.0042 0.4% 1.0132
High 1.0223 1.0227 0.0004 0.0% 1.0227
Low 1.0130 1.0184 0.0054 0.5% 1.0125
Close 1.0214 1.0212 -0.0002 0.0% 1.0212
Range 0.0093 0.0043 -0.0050 -53.8% 0.0102
ATR 0.0053 0.0052 -0.0001 -1.3% 0.0000
Volume 6 40 34 566.7% 51
Daily Pivots for day following 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.0337 1.0317 1.0236
R3 1.0294 1.0274 1.0224
R2 1.0251 1.0251 1.0220
R1 1.0231 1.0231 1.0216 1.0241
PP 1.0208 1.0208 1.0208 1.0213
S1 1.0188 1.0188 1.0208 1.0198
S2 1.0165 1.0165 1.0204
S3 1.0122 1.0145 1.0200
S4 1.0079 1.0102 1.0188
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.0494 1.0455 1.0268
R3 1.0392 1.0353 1.0240
R2 1.0290 1.0290 1.0231
R1 1.0251 1.0251 1.0221 1.0271
PP 1.0188 1.0188 1.0188 1.0198
S1 1.0149 1.0149 1.0203 1.0169
S2 1.0086 1.0086 1.0193
S3 0.9984 1.0047 1.0184
S4 0.9882 0.9945 1.0156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0227 1.0125 0.0102 1.0% 0.0055 0.5% 85% True False 10
10 1.0227 1.0115 0.0112 1.1% 0.0053 0.5% 87% True False 6
20 1.0227 0.9996 0.0231 2.3% 0.0051 0.5% 94% True False 9
40 1.0301 0.9996 0.0305 3.0% 0.0050 0.5% 71% False False 9
Crabel Price Patterns
NR True
NR4 True
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0410
2.618 1.0340
1.618 1.0297
1.000 1.0270
0.618 1.0254
HIGH 1.0227
0.618 1.0211
0.500 1.0206
0.382 1.0200
LOW 1.0184
0.618 1.0157
1.000 1.0141
1.618 1.0114
2.618 1.0071
4.250 1.0001
Fisher Pivots for day following 05-May-2017
Pivot 1 day 3 day
R1 1.0210 1.0201
PP 1.0208 1.0190
S1 1.0206 1.0179

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

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