CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 1.0103 1.0014 -0.0089 -0.9% 1.0132
High 1.0103 1.0030 -0.0073 -0.7% 1.0227
Low 0.9993 0.9987 -0.0006 -0.1% 1.0125
Close 0.9995 0.9989 -0.0006 -0.1% 1.0212
Range 0.0110 0.0043 -0.0067 -60.9% 0.0102
ATR 0.0061 0.0059 -0.0001 -2.1% 0.0000
Volume 12 18 6 50.0% 51
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 1.0131 1.0103 1.0013
R3 1.0088 1.0060 1.0001
R2 1.0045 1.0045 0.9997
R1 1.0017 1.0017 0.9993 1.0010
PP 1.0002 1.0002 1.0002 0.9998
S1 0.9974 0.9974 0.9985 0.9967
S2 0.9959 0.9959 0.9981
S3 0.9916 0.9931 0.9977
S4 0.9873 0.9888 0.9965
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 0.9987 0.0240 2.4% 0.0070 0.7% 1% False True 16
10 1.0227 0.9987 0.0240 2.4% 0.0059 0.6% 1% False True 9
20 1.0227 0.9987 0.0240 2.4% 0.0056 0.6% 1% False True 10
40 1.0301 0.9987 0.0314 3.1% 0.0053 0.5% 1% False True 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0143
1.618 1.0100
1.000 1.0073
0.618 1.0057
HIGH 1.0030
0.618 1.0014
0.500 1.0009
0.382 1.0003
LOW 0.9987
0.618 0.9960
1.000 0.9944
1.618 0.9917
2.618 0.9874
4.250 0.9804
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 1.0009 1.0071
PP 1.0002 1.0043
S1 0.9996 1.0016

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

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