CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 18-Oct-2017
Day Change Summary
Previous Current
17-Oct-2017 18-Oct-2017 Change Change % Previous Week
Open 1.0294 1.0262 -0.0032 -0.3% 1.0267
High 1.0299 1.0270 -0.0029 -0.3% 1.0346
Low 1.0234 1.0204 -0.0030 -0.3% 1.0240
Close 1.0264 1.0236 -0.0028 -0.3% 1.0306
Range 0.0065 0.0066 0.0001 1.5% 0.0106
ATR 0.0070 0.0070 0.0000 -0.4% 0.0000
Volume 24,175 20,220 -3,955 -16.4% 101,934
Daily Pivots for day following 18-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0435 1.0401 1.0272
R3 1.0369 1.0335 1.0254
R2 1.0303 1.0303 1.0248
R1 1.0269 1.0269 1.0242 1.0253
PP 1.0237 1.0237 1.0237 1.0229
S1 1.0203 1.0203 1.0230 1.0187
S2 1.0171 1.0171 1.0224
S3 1.0105 1.0137 1.0218
S4 1.0039 1.0071 1.0200
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0615 1.0567 1.0364
R3 1.0509 1.0461 1.0335
R2 1.0403 1.0403 1.0325
R1 1.0355 1.0355 1.0316 1.0379
PP 1.0297 1.0297 1.0297 1.0310
S1 1.0249 1.0249 1.0296 1.0273
S2 1.0191 1.0191 1.0287
S3 1.0085 1.0143 1.0277
S4 0.9979 1.0037 1.0248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0346 1.0204 0.0142 1.4% 0.0060 0.6% 23% False True 21,568
10 1.0346 1.0199 0.0147 1.4% 0.0060 0.6% 25% False False 20,751
20 1.0428 1.0199 0.0229 2.2% 0.0065 0.6% 16% False False 24,146
40 1.0683 1.0199 0.0484 4.7% 0.0080 0.8% 8% False False 16,663
60 1.0683 1.0199 0.0484 4.7% 0.0081 0.8% 8% False False 11,133
80 1.0696 1.0199 0.0497 4.9% 0.0079 0.8% 7% False False 8,353
100 1.0696 1.0199 0.0497 4.9% 0.0070 0.7% 7% False False 6,686
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0551
2.618 1.0443
1.618 1.0377
1.000 1.0336
0.618 1.0311
HIGH 1.0270
0.618 1.0245
0.500 1.0237
0.382 1.0229
LOW 1.0204
0.618 1.0163
1.000 1.0138
1.618 1.0097
2.618 1.0031
4.250 0.9924
Fisher Pivots for day following 18-Oct-2017
Pivot 1 day 3 day
R1 1.0237 1.0261
PP 1.0237 1.0253
S1 1.0236 1.0244

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

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