CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 1.0342 1.0320 -0.0022 -0.2% 1.0070
High 1.0382 1.0350 -0.0032 -0.3% 1.0358
Low 1.0320 1.0303 -0.0017 -0.2% 1.0061
Close 1.0328 1.0327 -0.0001 0.0% 1.0350
Range 0.0062 0.0047 -0.0015 -24.2% 0.0297
ATR 0.0067 0.0066 -0.0001 -2.2% 0.0000
Volume 59 34 -25 -42.4% 463
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 1.0468 1.0444 1.0353
R3 1.0421 1.0397 1.0340
R2 1.0374 1.0374 1.0336
R1 1.0350 1.0350 1.0331 1.0362
PP 1.0327 1.0327 1.0327 1.0333
S1 1.0303 1.0303 1.0323 1.0315
S2 1.0280 1.0280 1.0318
S3 1.0233 1.0256 1.0314
S4 1.0186 1.0209 1.0301
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 1.1147 1.1046 1.0513
R3 1.0850 1.0749 1.0432
R2 1.0553 1.0553 1.0404
R1 1.0452 1.0452 1.0377 1.0503
PP 1.0256 1.0256 1.0256 1.0282
S1 1.0155 1.0155 1.0323 1.0206
S2 0.9959 0.9959 1.0296
S3 0.9662 0.9858 1.0268
S4 0.9365 0.9561 1.0187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0394 1.0257 0.0137 1.3% 0.0066 0.6% 51% False False 84
10 1.0394 0.9977 0.0417 4.0% 0.0073 0.7% 84% False False 67
20 1.0394 0.9977 0.0417 4.0% 0.0066 0.6% 84% False False 38
40 1.0394 0.9977 0.0417 4.0% 0.0056 0.5% 84% False False 25
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 0.0015
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0550
2.618 1.0473
1.618 1.0426
1.000 1.0397
0.618 1.0379
HIGH 1.0350
0.618 1.0332
0.500 1.0327
0.382 1.0321
LOW 1.0303
0.618 1.0274
1.000 1.0256
1.618 1.0227
2.618 1.0180
4.250 1.0103
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 1.0327 1.0349
PP 1.0327 1.0341
S1 1.0327 1.0334

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

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