CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 09-May-2017
Day Change Summary
Previous Current
08-May-2017 09-May-2017 Change Change % Previous Week
Open 1.0152 1.0103 -0.0049 -0.5% 1.0132
High 1.0154 1.0103 -0.0051 -0.5% 1.0227
Low 1.0092 0.9993 -0.0099 -1.0% 1.0125
Close 1.0102 0.9995 -0.0107 -1.1% 1.0212
Range 0.0062 0.0110 0.0048 77.4% 0.0102
ATR 0.0057 0.0061 0.0004 6.7% 0.0000
Volume 7 12 5 71.4% 51
Daily Pivots for day following 09-May-2017
Classic Woodie Camarilla DeMark
R4 1.0360 1.0288 1.0055
R3 1.0250 1.0178 1.0025
R2 1.0140 1.0140 1.0015
R1 1.0068 1.0068 1.0005 1.0049
PP 1.0030 1.0030 1.0030 1.0021
S1 0.9958 0.9958 0.9985 0.9939
S2 0.9920 0.9920 0.9975
S3 0.9810 0.9848 0.9965
S4 0.9700 0.9738 0.9935
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 0.9993 0.0234 2.3% 0.0073 0.7% 1% False True 13
10 1.0227 0.9993 0.0234 2.3% 0.0059 0.6% 1% False True 8
20 1.0227 0.9993 0.0234 2.3% 0.0055 0.6% 1% False True 9
40 1.0301 0.9993 0.0308 3.1% 0.0052 0.5% 1% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.0570
2.618 1.0391
1.618 1.0281
1.000 1.0213
0.618 1.0171
HIGH 1.0103
0.618 1.0061
0.500 1.0048
0.382 1.0035
LOW 0.9993
0.618 0.9925
1.000 0.9883
1.618 0.9815
2.618 0.9705
4.250 0.9526
Fisher Pivots for day following 09-May-2017
Pivot 1 day 3 day
R1 1.0048 1.0110
PP 1.0030 1.0072
S1 1.0013 1.0033

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

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