CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 1.0477 1.0520 0.0043 0.4% 1.0466
High 1.0524 1.0602 0.0078 0.7% 1.0517
Low 1.0456 1.0483 0.0027 0.3% 1.0411
Close 1.0498 1.0580 0.0082 0.8% 1.0477
Range 0.0068 0.0119 0.0051 75.0% 0.0106
ATR 0.0057 0.0062 0.0004 7.7% 0.0000
Volume 11 31 20 181.8% 19
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0912 1.0865 1.0645
R3 1.0793 1.0746 1.0613
R2 1.0674 1.0674 1.0602
R1 1.0627 1.0627 1.0591 1.0651
PP 1.0555 1.0555 1.0555 1.0567
S1 1.0508 1.0508 1.0569 1.0532
S2 1.0436 1.0436 1.0558
S3 1.0317 1.0389 1.0547
S4 1.0198 1.0270 1.0515
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.0786 1.0738 1.0535
R3 1.0680 1.0632 1.0506
R2 1.0574 1.0574 1.0496
R1 1.0526 1.0526 1.0487 1.0550
PP 1.0468 1.0468 1.0468 1.0481
S1 1.0420 1.0420 1.0467 1.0444
S2 1.0362 1.0362 1.0458
S3 1.0256 1.0314 1.0448
S4 1.0150 1.0208 1.0419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0602 1.0411 0.0191 1.8% 0.0079 0.7% 88% True False 12
10 1.0602 1.0411 0.0191 1.8% 0.0069 0.7% 88% True False 6
20 1.0602 1.0364 0.0238 2.2% 0.0061 0.6% 91% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1108
2.618 1.0914
1.618 1.0795
1.000 1.0721
0.618 1.0676
HIGH 1.0602
0.618 1.0557
0.500 1.0543
0.382 1.0528
LOW 1.0483
0.618 1.0409
1.000 1.0364
1.618 1.0290
2.618 1.0171
4.250 0.9977
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 1.0568 1.0556
PP 1.0555 1.0531
S1 1.0543 1.0507

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

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