CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 1.0431 1.0397 -0.0034 -0.3% 1.0453
High 1.0439 1.0400 -0.0039 -0.4% 1.0469
Low 1.0379 1.0346 -0.0033 -0.3% 1.0346
Close 1.0409 1.0385 -0.0024 -0.2% 1.0385
Range 0.0060 0.0054 -0.0006 -10.0% 0.0123
ATR 0.0065 0.0065 0.0000 -0.2% 0.0000
Volume 783 1,183 400 51.1% 4,129
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0539 1.0516 1.0415
R3 1.0485 1.0462 1.0400
R2 1.0431 1.0431 1.0395
R1 1.0408 1.0408 1.0390 1.0393
PP 1.0377 1.0377 1.0377 1.0369
S1 1.0354 1.0354 1.0380 1.0339
S2 1.0323 1.0323 1.0375
S3 1.0269 1.0300 1.0370
S4 1.0215 1.0246 1.0355
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0769 1.0700 1.0453
R3 1.0646 1.0577 1.0419
R2 1.0523 1.0523 1.0408
R1 1.0454 1.0454 1.0396 1.0427
PP 1.0400 1.0400 1.0400 1.0387
S1 1.0331 1.0331 1.0374 1.0304
S2 1.0277 1.0277 1.0362
S3 1.0154 1.0208 1.0351
S4 1.0031 1.0085 1.0317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0469 1.0346 0.0123 1.2% 0.0051 0.5% 32% False True 825
10 1.0469 1.0269 0.0200 1.9% 0.0065 0.6% 58% False False 754
20 1.0469 0.9995 0.0474 4.6% 0.0068 0.7% 82% False False 419
40 1.0469 0.9977 0.0492 4.7% 0.0062 0.6% 83% False False 214
60 1.0469 0.9977 0.0492 4.7% 0.0057 0.5% 83% False False 146
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0630
2.618 1.0541
1.618 1.0487
1.000 1.0454
0.618 1.0433
HIGH 1.0400
0.618 1.0379
0.500 1.0373
0.382 1.0367
LOW 1.0346
0.618 1.0313
1.000 1.0292
1.618 1.0259
2.618 1.0205
4.250 1.0117
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 1.0381 1.0406
PP 1.0377 1.0399
S1 1.0373 1.0392

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

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