CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 1.0421 1.0399 -0.0022 -0.2% 1.0482
High 1.0457 1.0441 -0.0016 -0.2% 1.0483
Low 1.0394 1.0364 -0.0030 -0.3% 1.0368
Close 1.0405 1.0384 -0.0021 -0.2% 1.0418
Range 0.0063 0.0077 0.0014 22.2% 0.0115
ATR 0.0063 0.0064 0.0001 1.6% 0.0000
Volume 25,521 27,687 2,166 8.5% 93,671
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0627 1.0583 1.0426
R3 1.0550 1.0506 1.0405
R2 1.0473 1.0473 1.0398
R1 1.0429 1.0429 1.0391 1.0413
PP 1.0396 1.0396 1.0396 1.0388
S1 1.0352 1.0352 1.0377 1.0336
S2 1.0319 1.0319 1.0370
S3 1.0242 1.0275 1.0363
S4 1.0165 1.0198 1.0342
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0768 1.0708 1.0481
R3 1.0653 1.0593 1.0450
R2 1.0538 1.0538 1.0439
R1 1.0478 1.0478 1.0429 1.0451
PP 1.0423 1.0423 1.0423 1.0409
S1 1.0363 1.0363 1.0407 1.0336
S2 1.0308 1.0308 1.0397
S3 1.0193 1.0248 1.0386
S4 1.0078 1.0133 1.0355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0461 1.0356 0.0105 1.0% 0.0065 0.6% 27% False False 22,044
10 1.0519 1.0356 0.0163 1.6% 0.0063 0.6% 17% False False 23,903
20 1.0519 1.0296 0.0223 2.1% 0.0062 0.6% 39% False False 23,925
40 1.0519 1.0225 0.0294 2.8% 0.0063 0.6% 54% False False 13,094
60 1.0519 0.9977 0.0542 5.2% 0.0061 0.6% 75% False False 8,733
80 1.0519 0.9977 0.0542 5.2% 0.0059 0.6% 75% False False 6,552
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0768
2.618 1.0643
1.618 1.0566
1.000 1.0518
0.618 1.0489
HIGH 1.0441
0.618 1.0412
0.500 1.0403
0.382 1.0393
LOW 1.0364
0.618 1.0316
1.000 1.0287
1.618 1.0239
2.618 1.0162
4.250 1.0037
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 1.0403 1.0407
PP 1.0396 1.0399
S1 1.0390 1.0392

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

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