CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 1.0416 1.0386 -0.0030 -0.3% 1.0455
High 1.0421 1.0403 -0.0018 -0.2% 1.0481
Low 1.0374 1.0364 -0.0010 -0.1% 1.0375
Close 1.0375 1.0377 0.0002 0.0% 1.0394
Range 0.0047 0.0039 -0.0008 -17.0% 0.0106
ATR 0.0046 0.0046 -0.0001 -1.1% 0.0000
Volume 32 8 -24 -75.0% 228
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0498 1.0477 1.0398
R3 1.0459 1.0438 1.0388
R2 1.0420 1.0420 1.0384
R1 1.0399 1.0399 1.0381 1.0390
PP 1.0381 1.0381 1.0381 1.0377
S1 1.0360 1.0360 1.0373 1.0351
S2 1.0342 1.0342 1.0370
S3 1.0303 1.0321 1.0366
S4 1.0264 1.0282 1.0356
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0735 1.0670 1.0452
R3 1.0629 1.0564 1.0423
R2 1.0523 1.0523 1.0413
R1 1.0458 1.0458 1.0404 1.0438
PP 1.0417 1.0417 1.0417 1.0406
S1 1.0352 1.0352 1.0384 1.0332
S2 1.0311 1.0311 1.0375
S3 1.0205 1.0246 1.0365
S4 1.0099 1.0140 1.0336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0481 1.0364 0.0117 1.1% 0.0046 0.4% 11% False True 52
10 1.0494 1.0364 0.0130 1.3% 0.0035 0.3% 10% False True 27
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0569
2.618 1.0505
1.618 1.0466
1.000 1.0442
0.618 1.0427
HIGH 1.0403
0.618 1.0388
0.500 1.0384
0.382 1.0379
LOW 1.0364
0.618 1.0340
1.000 1.0325
1.618 1.0301
2.618 1.0262
4.250 1.0198
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 1.0384 1.0393
PP 1.0381 1.0387
S1 1.0379 1.0382

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

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