CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 1.0205 1.0152 -0.0053 -0.5% 1.0132
High 1.0227 1.0154 -0.0073 -0.7% 1.0227
Low 1.0184 1.0092 -0.0092 -0.9% 1.0125
Close 1.0212 1.0102 -0.0110 -1.1% 1.0212
Range 0.0043 0.0062 0.0019 44.2% 0.0102
ATR 0.0052 0.0057 0.0005 9.4% 0.0000
Volume 40 7 -33 -82.5% 51
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 1.0302 1.0264 1.0136
R3 1.0240 1.0202 1.0119
R2 1.0178 1.0178 1.0113
R1 1.0140 1.0140 1.0108 1.0128
PP 1.0116 1.0116 1.0116 1.0110
S1 1.0078 1.0078 1.0096 1.0066
S2 1.0054 1.0054 1.0091
S3 0.9992 1.0016 1.0085
S4 0.9930 0.9954 1.0068
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 1.0092 0.0135 1.3% 0.0061 0.6% 7% False True 11
10 1.0227 1.0092 0.0135 1.3% 0.0053 0.5% 7% False True 7
20 1.0227 0.9996 0.0231 2.3% 0.0051 0.5% 46% False False 10
40 1.0301 0.9996 0.0305 3.0% 0.0051 0.5% 35% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0418
2.618 1.0316
1.618 1.0254
1.000 1.0216
0.618 1.0192
HIGH 1.0154
0.618 1.0130
0.500 1.0123
0.382 1.0116
LOW 1.0092
0.618 1.0054
1.000 1.0030
1.618 0.9992
2.618 0.9930
4.250 0.9829
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 1.0123 1.0160
PP 1.0116 1.0140
S1 1.0109 1.0121

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

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