CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 1.0515 1.0506 -0.0009 -0.1% 1.0421
High 1.0534 1.0573 0.0039 0.4% 1.0457
Low 1.0500 1.0387 -0.0113 -1.1% 1.0349
Close 1.0509 1.0547 0.0038 0.4% 1.0416
Range 0.0034 0.0186 0.0152 447.1% 0.0108
ATR 0.0067 0.0076 0.0008 12.7% 0.0000
Volume 23,803 48,986 25,183 105.8% 116,073
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1060 1.0990 1.0649
R3 1.0874 1.0804 1.0598
R2 1.0688 1.0688 1.0581
R1 1.0618 1.0618 1.0564 1.0653
PP 1.0502 1.0502 1.0502 1.0520
S1 1.0432 1.0432 1.0530 1.0467
S2 1.0316 1.0316 1.0513
S3 1.0130 1.0246 1.0496
S4 0.9944 1.0060 1.0445
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0731 1.0682 1.0475
R3 1.0623 1.0574 1.0446
R2 1.0515 1.0515 1.0436
R1 1.0466 1.0466 1.0426 1.0437
PP 1.0407 1.0407 1.0407 1.0393
S1 1.0358 1.0358 1.0406 1.0329
S2 1.0299 1.0299 1.0396
S3 1.0191 1.0250 1.0386
S4 1.0083 1.0142 1.0357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0573 1.0349 0.0224 2.1% 0.0098 0.9% 88% True False 31,340
10 1.0573 1.0349 0.0224 2.1% 0.0082 0.8% 88% True False 26,692
20 1.0573 1.0321 0.0252 2.4% 0.0074 0.7% 90% True False 26,996
40 1.0573 1.0269 0.0304 2.9% 0.0066 0.6% 91% True False 16,998
60 1.0573 0.9977 0.0596 5.7% 0.0066 0.6% 96% True False 11,344
80 1.0573 0.9977 0.0596 5.7% 0.0062 0.6% 96% True False 8,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 1.1364
2.618 1.1060
1.618 1.0874
1.000 1.0759
0.618 1.0688
HIGH 1.0573
0.618 1.0502
0.500 1.0480
0.382 1.0458
LOW 1.0387
0.618 1.0272
1.000 1.0201
1.618 1.0086
2.618 0.9900
4.250 0.9597
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 1.0525 1.0525
PP 1.0502 1.0502
S1 1.0480 1.0480

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

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