CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 1.0386 1.0382 -0.0004 0.0% 1.0455
High 1.0403 1.0407 0.0004 0.0% 1.0481
Low 1.0364 1.0377 0.0013 0.1% 1.0375
Close 1.0377 1.0400 0.0023 0.2% 1.0394
Range 0.0039 0.0030 -0.0009 -23.1% 0.0106
ATR 0.0046 0.0045 -0.0001 -2.5% 0.0000
Volume 8 6 -2 -25.0% 228
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0485 1.0472 1.0417
R3 1.0455 1.0442 1.0408
R2 1.0425 1.0425 1.0406
R1 1.0412 1.0412 1.0403 1.0419
PP 1.0395 1.0395 1.0395 1.0398
S1 1.0382 1.0382 1.0397 1.0389
S2 1.0365 1.0365 1.0395
S3 1.0335 1.0352 1.0392
S4 1.0305 1.0322 1.0384
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 1.0425 1.0364 0.0061 0.6% 0.0039 0.4% 59% False False 53
10 1.0494 1.0364 0.0130 1.3% 0.0037 0.4% 28% False False 28
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0535
2.618 1.0486
1.618 1.0456
1.000 1.0437
0.618 1.0426
HIGH 1.0407
0.618 1.0396
0.500 1.0392
0.382 1.0388
LOW 1.0377
0.618 1.0358
1.000 1.0347
1.618 1.0328
2.618 1.0298
4.250 1.0250
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 1.0397 1.0398
PP 1.0395 1.0395
S1 1.0392 1.0393

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

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