CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 07-Dec-2017
Day Change Summary
Previous Current
06-Dec-2017 07-Dec-2017 Change Change % Previous Week
Open 1.0135 1.0111 -0.0024 -0.2% 1.0223
High 1.0154 1.0135 -0.0019 -0.2% 1.0281
Low 1.0098 1.0059 -0.0039 -0.4% 1.0129
Close 1.0105 1.0062 -0.0043 -0.4% 1.0257
Range 0.0056 0.0076 0.0020 35.7% 0.0152
ATR 0.0070 0.0070 0.0000 0.6% 0.0000
Volume 25,205 25,226 21 0.1% 149,723
Daily Pivots for day following 07-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0313 1.0264 1.0104
R3 1.0237 1.0188 1.0083
R2 1.0161 1.0161 1.0076
R1 1.0112 1.0112 1.0069 1.0099
PP 1.0085 1.0085 1.0085 1.0079
S1 1.0036 1.0036 1.0055 1.0023
S2 1.0009 1.0009 1.0048
S3 0.9933 0.9960 1.0041
S4 0.9857 0.9884 1.0020
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0678 1.0620 1.0341
R3 1.0526 1.0468 1.0299
R2 1.0374 1.0374 1.0285
R1 1.0316 1.0316 1.0271 1.0345
PP 1.0222 1.0222 1.0222 1.0237
S1 1.0164 1.0164 1.0243 1.0193
S2 1.0070 1.0070 1.0229
S3 0.9918 1.0012 1.0215
S4 0.9766 0.9860 1.0173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0281 1.0059 0.0222 2.2% 0.0081 0.8% 1% False True 29,074
10 1.0281 1.0059 0.0222 2.2% 0.0066 0.7% 1% False True 27,495
20 1.0281 1.0005 0.0276 2.7% 0.0068 0.7% 21% False False 26,469
40 1.0346 0.9991 0.0355 3.5% 0.0067 0.7% 20% False False 26,406
60 1.0515 0.9991 0.0524 5.2% 0.0069 0.7% 14% False False 26,159
80 1.0683 0.9991 0.0692 6.9% 0.0075 0.7% 10% False False 20,191
100 1.0696 0.9991 0.0705 7.0% 0.0076 0.8% 10% False False 16,165
120 1.0696 0.9991 0.0705 7.0% 0.0074 0.7% 10% False False 13,472
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0458
2.618 1.0334
1.618 1.0258
1.000 1.0211
0.618 1.0182
HIGH 1.0135
0.618 1.0106
0.500 1.0097
0.382 1.0088
LOW 1.0059
0.618 1.0012
1.000 0.9983
1.618 0.9936
2.618 0.9860
4.250 0.9736
Fisher Pivots for day following 07-Dec-2017
Pivot 1 day 3 day
R1 1.0097 1.0117
PP 1.0085 1.0098
S1 1.0074 1.0080

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

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