CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 26-Jul-2017
Day Change Summary
Previous Current
25-Jul-2017 26-Jul-2017 Change Change % Previous Week
Open 1.0597 1.0537 -0.0060 -0.6% 1.0418
High 1.0613 1.0563 -0.0050 -0.5% 1.0633
Low 1.0534 1.0458 -0.0076 -0.7% 1.0387
Close 1.0548 1.0528 -0.0020 -0.2% 1.0631
Range 0.0079 0.0105 0.0026 32.9% 0.0246
ATR 0.0075 0.0077 0.0002 2.9% 0.0000
Volume 26,193 41,524 15,331 58.5% 158,723
Daily Pivots for day following 26-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0831 1.0785 1.0586
R3 1.0726 1.0680 1.0557
R2 1.0621 1.0621 1.0547
R1 1.0575 1.0575 1.0538 1.0546
PP 1.0516 1.0516 1.0516 1.0502
S1 1.0470 1.0470 1.0518 1.0441
S2 1.0411 1.0411 1.0509
S3 1.0306 1.0365 1.0499
S4 1.0201 1.0260 1.0470
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% 0.0100 0.9% 57% False False 34,129
10 1.0633 1.0349 0.0284 2.7% 0.0088 0.8% 63% False False 30,605
20 1.0633 1.0349 0.0284 2.7% 0.0075 0.7% 63% False False 28,207
40 1.0633 1.0296 0.0337 3.2% 0.0068 0.6% 69% False False 20,028
60 1.0633 0.9977 0.0656 6.2% 0.0068 0.6% 84% False False 13,371
80 1.0633 0.9977 0.0656 6.2% 0.0063 0.6% 84% False False 10,032
100 1.0633 0.9962 0.0671 6.4% 0.0059 0.6% 84% False False 8,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1009
2.618 1.0838
1.618 1.0733
1.000 1.0668
0.618 1.0628
HIGH 1.0563
0.618 1.0523
0.500 1.0511
0.382 1.0498
LOW 1.0458
0.618 1.0393
1.000 1.0353
1.618 1.0288
2.618 1.0183
4.250 1.0012
Fisher Pivots for day following 26-Jul-2017
Pivot 1 day 3 day
R1 1.0522 1.0542
PP 1.0516 1.0537
S1 1.0511 1.0533

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

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