CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 18-Apr-2017
Day Change Summary
Previous Current
17-Apr-2017 18-Apr-2017 Change Change % Previous Week
Open 0.9985 0.9989 0.0004 0.0% 0.9941
High 1.0027 1.0081 0.0054 0.5% 1.0029
Low 0.9979 0.9988 0.0009 0.1% 0.9934
Close 0.9993 1.0074 0.0081 0.8% 0.9986
Range 0.0048 0.0093 0.0045 93.8% 0.0095
ATR 0.0058 0.0061 0.0002 4.3% 0.0000
Volume 9,054 26,786 17,732 195.8% 69,881
Daily Pivots for day following 18-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0327 1.0293 1.0125
R3 1.0234 1.0200 1.0100
R2 1.0141 1.0141 1.0091
R1 1.0107 1.0107 1.0083 1.0124
PP 1.0048 1.0048 1.0048 1.0056
S1 1.0014 1.0014 1.0065 1.0031
S2 0.9955 0.9955 1.0057
S3 0.9862 0.9921 1.0048
S4 0.9769 0.9828 1.0023
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0268 1.0222 1.0038
R3 1.0173 1.0127 1.0012
R2 1.0078 1.0078 1.0003
R1 1.0032 1.0032 0.9995 1.0055
PP 0.9983 0.9983 0.9983 0.9995
S1 0.9937 0.9937 0.9977 0.9960
S2 0.9888 0.9888 0.9969
S3 0.9793 0.9842 0.9960
S4 0.9698 0.9747 0.9934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0081 0.9948 0.0133 1.3% 0.0061 0.6% 95% True False 17,995
10 1.0081 0.9934 0.0147 1.5% 0.0054 0.5% 95% True False 18,071
20 1.0242 0.9934 0.0308 3.1% 0.0059 0.6% 45% False False 19,388
40 1.0242 0.9892 0.0350 3.5% 0.0060 0.6% 52% False False 15,108
60 1.0242 0.9892 0.0350 3.5% 0.0062 0.6% 52% False False 10,082
80 1.0242 0.9778 0.0464 4.6% 0.0065 0.6% 64% False False 7,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0476
2.618 1.0324
1.618 1.0231
1.000 1.0174
0.618 1.0138
HIGH 1.0081
0.618 1.0045
0.500 1.0035
0.382 1.0024
LOW 0.9988
0.618 0.9931
1.000 0.9895
1.618 0.9838
2.618 0.9745
4.250 0.9593
Fisher Pivots for day following 18-Apr-2017
Pivot 1 day 3 day
R1 1.0061 1.0058
PP 1.0048 1.0042
S1 1.0035 1.0026

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

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