CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 1.0556 1.0391 -0.0165 -1.6% 1.0619
High 1.0571 1.0414 -0.0157 -1.5% 1.0625
Low 1.0382 1.0312 -0.0070 -0.7% 1.0312
Close 1.0403 1.0362 -0.0041 -0.4% 1.0362
Range 0.0189 0.0102 -0.0087 -46.0% 0.0313
ATR 0.0085 0.0086 0.0001 1.5% 0.0000
Volume 47,270 52,662 5,392 11.4% 194,169
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0669 1.0617 1.0418
R3 1.0567 1.0515 1.0390
R2 1.0465 1.0465 1.0381
R1 1.0413 1.0413 1.0371 1.0388
PP 1.0363 1.0363 1.0363 1.0350
S1 1.0311 1.0311 1.0353 1.0286
S2 1.0261 1.0261 1.0343
S3 1.0159 1.0209 1.0334
S4 1.0057 1.0107 1.0306
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1372 1.1180 1.0534
R3 1.1059 1.0867 1.0448
R2 1.0746 1.0746 1.0419
R1 1.0554 1.0554 1.0391 1.0494
PP 1.0433 1.0433 1.0433 1.0403
S1 1.0241 1.0241 1.0333 1.0181
S2 1.0120 1.0120 1.0305
S3 0.9807 0.9928 1.0276
S4 0.9494 0.9615 1.0190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0625 1.0312 0.0313 3.0% 0.0102 1.0% 16% False True 38,833
10 1.0633 1.0312 0.0321 3.1% 0.0102 1.0% 16% False True 35,289
20 1.0633 1.0312 0.0321 3.1% 0.0084 0.8% 16% False True 29,394
40 1.0633 1.0296 0.0337 3.3% 0.0072 0.7% 20% False False 22,465
60 1.0633 0.9977 0.0656 6.3% 0.0071 0.7% 59% False False 15,037
80 1.0633 0.9977 0.0656 6.3% 0.0066 0.6% 59% False False 11,279
100 1.0633 0.9977 0.0656 6.3% 0.0062 0.6% 59% False False 9,025
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0848
2.618 1.0681
1.618 1.0579
1.000 1.0516
0.618 1.0477
HIGH 1.0414
0.618 1.0375
0.500 1.0363
0.382 1.0351
LOW 1.0312
0.618 1.0249
1.000 1.0210
1.618 1.0147
2.618 1.0045
4.250 0.9879
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 1.0363 1.0442
PP 1.0363 1.0415
S1 1.0362 1.0389

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

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