CME Swiss Franc Future December 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 1.0455 1.0454 -0.0001 0.0% 1.0497
High 1.0464 1.0465 0.0001 0.0% 1.0527
Low 1.0455 1.0448 -0.0007 -0.1% 1.0417
Close 1.0455 1.0454 -0.0001 0.0% 1.0449
Range 0.0009 0.0017 0.0008 88.9% 0.0110
ATR
Volume 0 8 8 7
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0507 1.0497 1.0463
R3 1.0490 1.0480 1.0459
R2 1.0473 1.0473 1.0457
R1 1.0463 1.0463 1.0456 1.0463
PP 1.0456 1.0456 1.0456 1.0455
S1 1.0446 1.0446 1.0452 1.0446
S2 1.0439 1.0439 1.0451
S3 1.0422 1.0429 1.0449
S4 1.0405 1.0412 1.0445
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.0794 1.0732 1.0510
R3 1.0684 1.0622 1.0479
R2 1.0574 1.0574 1.0469
R1 1.0512 1.0512 1.0459 1.0488
PP 1.0464 1.0464 1.0464 1.0453
S1 1.0402 1.0402 1.0439 1.0378
S2 1.0354 1.0354 1.0429
S3 1.0244 1.0292 1.0419
S4 1.0134 1.0182 1.0389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0494 1.0417 0.0077 0.7% 0.0024 0.2% 48% False False 3
10 1.0527 1.0388 0.0139 1.3% 0.0023 0.2% 47% False False 2
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0537
2.618 1.0510
1.618 1.0493
1.000 1.0482
0.618 1.0476
HIGH 1.0465
0.618 1.0459
0.500 1.0457
0.382 1.0454
LOW 1.0448
0.618 1.0437
1.000 1.0431
1.618 1.0420
2.618 1.0403
4.250 1.0376
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 1.0457 1.0450
PP 1.0456 1.0445
S1 1.0455 1.0441

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

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