CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 1.0334 1.0353 0.0019 0.2% 1.0345
High 1.0367 1.0368 0.0001 0.0% 1.0413
Low 1.0317 1.0268 -0.0049 -0.5% 1.0268
Close 1.0344 1.0304 -0.0040 -0.4% 1.0304
Range 0.0050 0.0100 0.0050 100.0% 0.0145
ATR 0.0080 0.0082 0.0001 1.8% 0.0000
Volume 31,435 36,334 4,899 15.6% 172,684
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0613 1.0559 1.0359
R3 1.0513 1.0459 1.0332
R2 1.0413 1.0413 1.0322
R1 1.0359 1.0359 1.0313 1.0336
PP 1.0313 1.0313 1.0313 1.0302
S1 1.0259 1.0259 1.0295 1.0236
S2 1.0213 1.0213 1.0286
S3 1.0113 1.0159 1.0277
S4 1.0013 1.0059 1.0249
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0763 1.0679 1.0384
R3 1.0618 1.0534 1.0344
R2 1.0473 1.0473 1.0331
R1 1.0389 1.0389 1.0317 1.0359
PP 1.0328 1.0328 1.0328 1.0313
S1 1.0244 1.0244 1.0291 1.0214
S2 1.0183 1.0183 1.0277
S3 1.0038 1.0099 1.0264
S4 0.9893 0.9954 1.0224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0413 1.0268 0.0145 1.4% 0.0071 0.7% 25% False True 34,536
10 1.0625 1.0268 0.0357 3.5% 0.0087 0.8% 10% False True 36,685
20 1.0633 1.0268 0.0365 3.5% 0.0086 0.8% 10% False True 32,082
40 1.0633 1.0268 0.0365 3.5% 0.0073 0.7% 10% False True 26,690
60 1.0633 0.9977 0.0656 6.4% 0.0071 0.7% 50% False False 17,913
80 1.0633 0.9977 0.0656 6.4% 0.0067 0.7% 50% False False 13,437
100 1.0633 0.9977 0.0656 6.4% 0.0064 0.6% 50% False False 10,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0793
2.618 1.0630
1.618 1.0530
1.000 1.0468
0.618 1.0430
HIGH 1.0368
0.618 1.0330
0.500 1.0318
0.382 1.0306
LOW 1.0268
0.618 1.0206
1.000 1.0168
1.618 1.0106
2.618 1.0006
4.250 0.9843
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 1.0318 1.0331
PP 1.0313 1.0322
S1 1.0309 1.0313

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

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