CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 24-Jul-2017
Day Change Summary
Previous Current
21-Jul-2017 24-Jul-2017 Change Change % Previous Week
Open 1.0551 1.0619 0.0068 0.6% 1.0418
High 1.0633 1.0625 -0.0008 -0.1% 1.0633
Low 1.0539 1.0591 0.0052 0.5% 1.0387
Close 1.0631 1.0606 -0.0025 -0.2% 1.0631
Range 0.0094 0.0034 -0.0060 -63.8% 0.0246
ATR 0.0077 0.0074 -0.0003 -3.4% 0.0000
Volume 27,425 26,520 -905 -3.3% 158,723
Daily Pivots for day following 24-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0709 1.0692 1.0625
R3 1.0675 1.0658 1.0615
R2 1.0641 1.0641 1.0612
R1 1.0624 1.0624 1.0609 1.0616
PP 1.0607 1.0607 1.0607 1.0603
S1 1.0590 1.0590 1.0603 1.0582
S2 1.0573 1.0573 1.0600
S3 1.0539 1.0556 1.0597
S4 1.0505 1.0522 1.0587
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1288 1.1206 1.0766
R3 1.1042 1.0960 1.0699
R2 1.0796 1.0796 1.0676
R1 1.0714 1.0714 1.0654 1.0755
PP 1.0550 1.0550 1.0550 1.0571
S1 1.0468 1.0468 1.0608 1.0509
S2 1.0304 1.0304 1.0586
S3 1.0058 1.0222 1.0563
S4 0.9812 0.9976 1.0496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0633 1.0387 0.0246 2.3% 0.0094 0.9% 89% False False 32,195
10 1.0633 1.0349 0.0284 2.7% 0.0084 0.8% 90% False False 28,822
20 1.0633 1.0324 0.0309 2.9% 0.0076 0.7% 91% False False 27,874
40 1.0633 1.0269 0.0364 3.4% 0.0067 0.6% 93% False False 18,341
60 1.0633 0.9977 0.0656 6.2% 0.0066 0.6% 96% False False 12,243
80 1.0633 0.9977 0.0656 6.2% 0.0061 0.6% 96% False False 9,185
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0770
2.618 1.0714
1.618 1.0680
1.000 1.0659
0.618 1.0646
HIGH 1.0625
0.618 1.0612
0.500 1.0608
0.382 1.0604
LOW 1.0591
0.618 1.0570
1.000 1.0557
1.618 1.0536
2.618 1.0502
4.250 1.0447
Fisher Pivots for day following 24-Jul-2017
Pivot 1 day 3 day
R1 1.0608 1.0574
PP 1.0607 1.0542
S1 1.0607 1.0510

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

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