CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 1.0251 1.0300 0.0049 0.5% 1.0374
High 1.0316 1.0337 0.0021 0.2% 1.0379
Low 1.0248 1.0283 0.0035 0.3% 1.0199
Close 1.0299 1.0320 0.0021 0.2% 1.0267
Range 0.0068 0.0054 -0.0014 -20.6% 0.0180
ATR 0.0076 0.0074 -0.0002 -2.1% 0.0000
Volume 23,582 19,425 -4,157 -17.6% 108,232
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0475 1.0452 1.0350
R3 1.0421 1.0398 1.0335
R2 1.0367 1.0367 1.0330
R1 1.0344 1.0344 1.0325 1.0356
PP 1.0313 1.0313 1.0313 1.0319
S1 1.0290 1.0290 1.0315 1.0302
S2 1.0259 1.0259 1.0310
S3 1.0205 1.0236 1.0305
S4 1.0151 1.0182 1.0290
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0822 1.0724 1.0366
R3 1.0642 1.0544 1.0317
R2 1.0462 1.0462 1.0300
R1 1.0364 1.0364 1.0284 1.0323
PP 1.0282 1.0282 1.0282 1.0261
S1 1.0184 1.0184 1.0251 1.0143
S2 1.0102 1.0102 1.0234
S3 0.9922 1.0004 1.0218
S4 0.9742 0.9824 1.0168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0337 1.0199 0.0138 1.3% 0.0059 0.6% 88% True False 19,935
10 1.0392 1.0199 0.0193 1.9% 0.0061 0.6% 63% False False 21,482
20 1.0515 1.0199 0.0316 3.1% 0.0073 0.7% 38% False False 25,666
40 1.0683 1.0199 0.0484 4.7% 0.0084 0.8% 25% False False 13,976
60 1.0696 1.0199 0.0497 4.8% 0.0083 0.8% 24% False False 9,338
80 1.0696 1.0199 0.0497 4.8% 0.0077 0.7% 24% False False 7,006
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0567
2.618 1.0478
1.618 1.0424
1.000 1.0391
0.618 1.0370
HIGH 1.0337
0.618 1.0316
0.500 1.0310
0.382 1.0304
LOW 1.0283
0.618 1.0250
1.000 1.0229
1.618 1.0196
2.618 1.0142
4.250 1.0054
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 1.0317 1.0310
PP 1.0313 1.0299
S1 1.0310 1.0289

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

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