CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 1.0031 1.0089 0.0058 0.6% 1.0072
High 1.0073 1.0123 0.0050 0.5% 1.0095
Low 0.9997 1.0073 0.0076 0.8% 0.9961
Close 1.0073 1.0105 0.0032 0.3% 1.0073
Range 0.0076 0.0050 -0.0026 -34.2% 0.0134
ATR 0.0080 0.0078 -0.0002 -2.7% 0.0000
Volume 1 5 4 400.0% 20
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0250 1.0228 1.0133
R3 1.0200 1.0178 1.0119
R2 1.0150 1.0150 1.0114
R1 1.0128 1.0128 1.0110 1.0139
PP 1.0100 1.0100 1.0100 1.0106
S1 1.0078 1.0078 1.0100 1.0089
S2 1.0050 1.0050 1.0096
S3 1.0000 1.0028 1.0091
S4 0.9950 0.9978 1.0078
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0445 1.0393 1.0147
R3 1.0311 1.0259 1.0110
R2 1.0177 1.0177 1.0098
R1 1.0125 1.0125 1.0085 1.0151
PP 1.0043 1.0043 1.0043 1.0056
S1 0.9991 0.9991 1.0061 1.0017
S2 0.9909 0.9909 1.0048
S3 0.9775 0.9857 1.0036
S4 0.9641 0.9723 0.9999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0123 0.9961 0.0162 1.6% 0.0076 0.8% 89% True False 5
10 1.0123 0.9854 0.0269 2.7% 0.0077 0.8% 93% True False 5
20 1.0123 0.9778 0.0345 3.4% 0.0074 0.7% 95% True False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0336
2.618 1.0254
1.618 1.0204
1.000 1.0173
0.618 1.0154
HIGH 1.0123
0.618 1.0104
0.500 1.0098
0.382 1.0092
LOW 1.0073
0.618 1.0042
1.000 1.0023
1.618 0.9992
2.618 0.9942
4.250 0.9861
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 1.0103 1.0086
PP 1.0100 1.0066
S1 1.0098 1.0047

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

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