CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 1.0001 1.0034 0.0033 0.3% 1.0055
High 1.0078 1.0084 0.0006 0.1% 1.0092
Low 0.9994 1.0002 0.0008 0.1% 0.9991
Close 1.0036 1.0019 -0.0017 -0.2% 1.0019
Range 0.0084 0.0082 -0.0002 -2.4% 0.0101
ATR 0.0071 0.0072 0.0001 1.0% 0.0000
Volume 31,442 26,138 -5,304 -16.9% 139,653
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0281 1.0232 1.0064
R3 1.0199 1.0150 1.0042
R2 1.0117 1.0117 1.0034
R1 1.0068 1.0068 1.0027 1.0052
PP 1.0035 1.0035 1.0035 1.0027
S1 0.9986 0.9986 1.0011 0.9970
S2 0.9953 0.9953 1.0004
S3 0.9871 0.9904 0.9996
S4 0.9789 0.9822 0.9974
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0337 1.0279 1.0075
R3 1.0236 1.0178 1.0047
R2 1.0135 1.0135 1.0038
R1 1.0077 1.0077 1.0028 1.0056
PP 1.0034 1.0034 1.0034 1.0023
S1 0.9976 0.9976 1.0010 0.9955
S2 0.9933 0.9933 1.0000
S3 0.9832 0.9875 0.9991
S4 0.9731 0.9774 0.9963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0092 0.9991 0.0101 1.0% 0.0068 0.7% 28% False False 27,930
10 1.0206 0.9991 0.0215 2.1% 0.0071 0.7% 13% False False 29,769
20 1.0346 0.9991 0.0355 3.5% 0.0067 0.7% 8% False False 26,389
40 1.0634 0.9991 0.0643 6.4% 0.0073 0.7% 4% False False 25,525
60 1.0683 0.9991 0.0692 6.9% 0.0079 0.8% 4% False False 17,166
80 1.0696 0.9991 0.0705 7.0% 0.0080 0.8% 4% False False 12,885
100 1.0696 0.9991 0.0705 7.0% 0.0075 0.7% 4% False False 10,311
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 1.0433
2.618 1.0299
1.618 1.0217
1.000 1.0166
0.618 1.0135
HIGH 1.0084
0.618 1.0053
0.500 1.0043
0.382 1.0033
LOW 1.0002
0.618 0.9951
1.000 0.9920
1.618 0.9869
2.618 0.9787
4.250 0.9654
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 1.0043 1.0038
PP 1.0035 1.0031
S1 1.0027 1.0025

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

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