CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 1.0321 1.0327 0.0006 0.1% 1.0391
High 1.0345 1.0354 0.0009 0.1% 1.0410
Low 1.0319 1.0312 -0.0007 -0.1% 1.0285
Close 1.0331 1.0330 -0.0001 0.0% 1.0325
Range 0.0026 0.0042 0.0016 61.5% 0.0125
ATR 0.0064 0.0063 -0.0002 -2.5% 0.0000
Volume 27,107 23,370 -3,737 -13.8% 113,832
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0458 1.0436 1.0353
R3 1.0416 1.0394 1.0342
R2 1.0374 1.0374 1.0338
R1 1.0352 1.0352 1.0334 1.0363
PP 1.0332 1.0332 1.0332 1.0338
S1 1.0310 1.0310 1.0326 1.0321
S2 1.0290 1.0290 1.0322
S3 1.0248 1.0268 1.0318
S4 1.0206 1.0226 1.0307
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0715 1.0645 1.0394
R3 1.0590 1.0520 1.0359
R2 1.0465 1.0465 1.0348
R1 1.0395 1.0395 1.0336 1.0368
PP 1.0340 1.0340 1.0340 1.0326
S1 1.0270 1.0270 1.0314 1.0243
S2 1.0215 1.0215 1.0302
S3 1.0090 1.0145 1.0291
S4 0.9965 1.0020 1.0256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0405 1.0285 0.0120 1.2% 0.0050 0.5% 38% False False 25,094
10 1.0410 1.0256 0.0154 1.5% 0.0059 0.6% 48% False False 24,566
20 1.0410 1.0054 0.0356 3.4% 0.0066 0.6% 78% False False 27,740
40 1.0410 0.9921 0.0489 4.7% 0.0065 0.6% 84% False False 26,892
60 1.0410 0.9921 0.0489 4.7% 0.0062 0.6% 84% False False 24,167
80 1.0410 0.9892 0.0518 5.0% 0.0063 0.6% 85% False False 20,666
100 1.0410 0.9892 0.0518 5.0% 0.0063 0.6% 85% False False 16,538
120 1.0410 0.9778 0.0632 6.1% 0.0065 0.6% 87% False False 13,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0533
2.618 1.0464
1.618 1.0422
1.000 1.0396
0.618 1.0380
HIGH 1.0354
0.618 1.0338
0.500 1.0333
0.382 1.0328
LOW 1.0312
0.618 1.0286
1.000 1.0270
1.618 1.0244
2.618 1.0202
4.250 1.0134
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 1.0333 1.0327
PP 1.0332 1.0323
S1 1.0331 1.0320

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

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