CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 1.0021 1.0052 0.0031 0.3% 1.0055
High 1.0054 1.0052 -0.0002 0.0% 1.0092
Low 0.9997 1.0006 0.0009 0.1% 0.9991
Close 1.0047 1.0028 -0.0019 -0.2% 1.0019
Range 0.0057 0.0046 -0.0011 -19.3% 0.0101
ATR 0.0071 0.0069 -0.0002 -2.5% 0.0000
Volume 18,545 22,177 3,632 19.6% 139,653
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0167 1.0143 1.0053
R3 1.0121 1.0097 1.0041
R2 1.0075 1.0075 1.0036
R1 1.0051 1.0051 1.0032 1.0040
PP 1.0029 1.0029 1.0029 1.0023
S1 1.0005 1.0005 1.0024 0.9994
S2 0.9983 0.9983 1.0020
S3 0.9937 0.9959 1.0015
S4 0.9891 0.9913 1.0003
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 1.0084 0.9991 0.0093 0.9% 0.0067 0.7% 40% False False 25,107
10 1.0166 0.9991 0.0175 1.7% 0.0069 0.7% 21% False False 29,031
20 1.0346 0.9991 0.0355 3.5% 0.0067 0.7% 10% False False 26,529
40 1.0515 0.9991 0.0524 5.2% 0.0071 0.7% 7% False False 26,129
60 1.0683 0.9991 0.0692 6.9% 0.0078 0.8% 5% False False 17,838
80 1.0696 0.9991 0.0705 7.0% 0.0080 0.8% 5% False False 13,393
100 1.0696 0.9991 0.0705 7.0% 0.0075 0.8% 5% False False 10,716
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0248
2.618 1.0172
1.618 1.0126
1.000 1.0098
0.618 1.0080
HIGH 1.0052
0.618 1.0034
0.500 1.0029
0.382 1.0024
LOW 1.0006
0.618 0.9978
1.000 0.9960
1.618 0.9932
2.618 0.9886
4.250 0.9811
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 1.0029 1.0041
PP 1.0029 1.0036
S1 1.0028 1.0032

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

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