CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 1.0314 1.0300 -0.0014 -0.1% 1.0362
High 1.0347 1.0310 -0.0037 -0.4% 1.0428
Low 1.0292 1.0253 -0.0039 -0.4% 1.0290
Close 1.0308 1.0262 -0.0046 -0.4% 1.0378
Range 0.0055 0.0057 0.0002 3.6% 0.0138
ATR 0.0081 0.0080 -0.0002 -2.1% 0.0000
Volume 17,113 17,486 373 2.2% 149,557
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0446 1.0411 1.0293
R3 1.0389 1.0354 1.0278
R2 1.0332 1.0332 1.0272
R1 1.0297 1.0297 1.0267 1.0286
PP 1.0275 1.0275 1.0275 1.0270
S1 1.0240 1.0240 1.0257 1.0229
S2 1.0218 1.0218 1.0252
S3 1.0161 1.0183 1.0246
S4 1.0104 1.0126 1.0231
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0779 1.0717 1.0454
R3 1.0641 1.0579 1.0416
R2 1.0503 1.0503 1.0403
R1 1.0441 1.0441 1.0391 1.0472
PP 1.0365 1.0365 1.0365 1.0381
S1 1.0303 1.0303 1.0365 1.0334
S2 1.0227 1.0227 1.0353
S3 1.0089 1.0165 1.0340
S4 0.9951 1.0027 1.0302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0392 1.0253 0.0139 1.4% 0.0061 0.6% 6% False True 21,751
10 1.0428 1.0253 0.0175 1.7% 0.0070 0.7% 5% False True 26,178
20 1.0681 1.0253 0.0428 4.2% 0.0079 0.8% 2% False True 23,489
40 1.0683 1.0253 0.0430 4.2% 0.0085 0.8% 2% False True 11,937
60 1.0696 1.0253 0.0443 4.3% 0.0084 0.8% 2% False True 7,969
80 1.0696 1.0253 0.0443 4.3% 0.0077 0.7% 2% False True 5,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0552
2.618 1.0459
1.618 1.0402
1.000 1.0367
0.618 1.0345
HIGH 1.0310
0.618 1.0288
0.500 1.0282
0.382 1.0275
LOW 1.0253
0.618 1.0218
1.000 1.0196
1.618 1.0161
2.618 1.0104
4.250 1.0011
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 1.0282 1.0300
PP 1.0275 1.0287
S1 1.0269 1.0275

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

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