CME Swiss Franc Future September 2017


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 1.0383 1.0409 0.0026 0.3% 1.0570
High 1.0455 1.0437 -0.0018 -0.2% 1.0571
Low 1.0367 1.0396 0.0029 0.3% 1.0305
Close 1.0427 1.0425 -0.0002 0.0% 1.0427
Range 0.0088 0.0041 -0.0047 -53.4% 0.0266
ATR 0.0097 0.0093 -0.0004 -4.1% 0.0000
Volume 8,081 764 -7,317 -90.5% 175,324
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0542 1.0525 1.0448
R3 1.0501 1.0484 1.0436
R2 1.0460 1.0460 1.0433
R1 1.0443 1.0443 1.0429 1.0452
PP 1.0419 1.0419 1.0419 1.0424
S1 1.0402 1.0402 1.0421 1.0411
S2 1.0378 1.0378 1.0417
S3 1.0337 1.0361 1.0414
S4 1.0296 1.0320 1.0402
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.1232 1.1096 1.0573
R3 1.0966 1.0830 1.0500
R2 1.0700 1.0700 1.0476
R1 1.0564 1.0564 1.0451 1.0499
PP 1.0434 1.0434 1.0434 1.0402
S1 1.0298 1.0298 1.0403 1.0233
S2 1.0168 1.0168 1.0378
S3 0.9902 1.0032 1.0354
S4 0.9636 0.9766 1.0281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0479 1.0305 0.0174 1.7% 0.0077 0.7% 69% False False 28,827
10 1.0620 1.0305 0.0315 3.0% 0.0088 0.8% 38% False False 34,672
20 1.0622 1.0305 0.0317 3.0% 0.0093 0.9% 38% False False 31,394
40 1.0625 1.0258 0.0367 3.5% 0.0090 0.9% 46% False False 32,513
60 1.0633 1.0258 0.0375 3.6% 0.0086 0.8% 45% False False 30,876
80 1.0633 1.0258 0.0375 3.6% 0.0078 0.8% 45% False False 25,098
100 1.0633 0.9977 0.0656 6.3% 0.0076 0.7% 68% False False 20,086
120 1.0633 0.9977 0.0656 6.3% 0.0071 0.7% 68% False False 16,740
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.0611
2.618 1.0544
1.618 1.0503
1.000 1.0478
0.618 1.0462
HIGH 1.0437
0.618 1.0421
0.500 1.0417
0.382 1.0412
LOW 1.0396
0.618 1.0371
1.000 1.0355
1.618 1.0330
2.618 1.0289
4.250 1.0222
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 1.0422 1.0410
PP 1.0419 1.0395
S1 1.0417 1.0380

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

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