CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 1.0437 1.0439 0.0002 0.0% 1.0634
High 1.0460 1.0515 0.0055 0.5% 1.0634
Low 1.0365 1.0426 0.0061 0.6% 1.0365
Close 1.0437 1.0487 0.0050 0.5% 1.0487
Range 0.0095 0.0089 -0.0006 -6.3% 0.0269
ATR 0.0095 0.0095 0.0000 -0.5% 0.0000
Volume 21,071 31,370 10,299 48.9% 89,688
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0743 1.0704 1.0536
R3 1.0654 1.0615 1.0511
R2 1.0565 1.0565 1.0503
R1 1.0526 1.0526 1.0495 1.0546
PP 1.0476 1.0476 1.0476 1.0486
S1 1.0437 1.0437 1.0479 1.0457
S2 1.0387 1.0387 1.0471
S3 1.0298 1.0348 1.0463
S4 1.0209 1.0259 1.0438
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.1302 1.1164 1.0635
R3 1.1033 1.0895 1.0561
R2 1.0764 1.0764 1.0536
R1 1.0626 1.0626 1.0512 1.0561
PP 1.0495 1.0495 1.0495 1.0463
S1 1.0357 1.0357 1.0462 1.0292
S2 1.0226 1.0226 1.0438
S3 0.9957 1.0088 1.0413
S4 0.9688 0.9819 1.0339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0634 1.0365 0.0269 2.6% 0.0092 0.9% 45% False False 17,937
10 1.0681 1.0365 0.0316 3.0% 0.0094 0.9% 39% False False 9,591
20 1.0683 1.0365 0.0318 3.0% 0.0093 0.9% 38% False False 4,902
40 1.0696 1.0319 0.0377 3.6% 0.0088 0.8% 45% False False 2,483
60 1.0696 1.0319 0.0377 3.6% 0.0081 0.8% 45% False False 1,659
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0893
2.618 1.0748
1.618 1.0659
1.000 1.0604
0.618 1.0570
HIGH 1.0515
0.618 1.0481
0.500 1.0471
0.382 1.0460
LOW 1.0426
0.618 1.0371
1.000 1.0337
1.618 1.0282
2.618 1.0193
4.250 1.0048
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 1.0482 1.0471
PP 1.0476 1.0456
S1 1.0471 1.0440

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

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