CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 1.0369 1.0354 -0.0015 -0.1% 1.0470
High 1.0381 1.0398 0.0017 0.2% 1.0499
Low 1.0314 1.0353 0.0039 0.4% 1.0314
Close 1.0344 1.0364 0.0020 0.2% 1.0364
Range 0.0067 0.0045 -0.0022 -32.8% 0.0185
ATR 0.0092 0.0089 -0.0003 -2.9% 0.0000
Volume 31,109 28,827 -2,282 -7.3% 145,748
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0507 1.0480 1.0389
R3 1.0462 1.0435 1.0376
R2 1.0417 1.0417 1.0372
R1 1.0390 1.0390 1.0368 1.0404
PP 1.0372 1.0372 1.0372 1.0378
S1 1.0345 1.0345 1.0360 1.0359
S2 1.0327 1.0327 1.0356
S3 1.0282 1.0300 1.0352
S4 1.0237 1.0255 1.0339
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0947 1.0841 1.0466
R3 1.0762 1.0656 1.0415
R2 1.0577 1.0577 1.0398
R1 1.0471 1.0471 1.0381 1.0432
PP 1.0392 1.0392 1.0392 1.0373
S1 1.0286 1.0286 1.0347 1.0247
S2 1.0207 1.0207 1.0330
S3 1.0022 1.0101 1.0313
S4 0.9837 0.9916 1.0262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0499 1.0314 0.0185 1.8% 0.0075 0.7% 27% False False 29,149
10 1.0634 1.0314 0.0320 3.1% 0.0084 0.8% 16% False False 23,543
20 1.0683 1.0314 0.0369 3.6% 0.0094 0.9% 14% False False 12,161
40 1.0683 1.0314 0.0369 3.6% 0.0085 0.8% 14% False False 6,121
60 1.0696 1.0314 0.0382 3.7% 0.0082 0.8% 13% False False 4,087
80 1.0696 1.0314 0.0382 3.7% 0.0070 0.7% 13% False False 3,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.0589
2.618 1.0516
1.618 1.0471
1.000 1.0443
0.618 1.0426
HIGH 1.0398
0.618 1.0381
0.500 1.0376
0.382 1.0370
LOW 1.0353
0.618 1.0325
1.000 1.0308
1.618 1.0280
2.618 1.0235
4.250 1.0162
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 1.0376 1.0401
PP 1.0372 1.0389
S1 1.0368 1.0376

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

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