CME Swiss Franc Future June 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 1.0153 1.0195 0.0042 0.4% 1.0089
High 1.0169 1.0209 0.0040 0.4% 1.0125
Low 1.0133 1.0145 0.0012 0.1% 1.0058
Close 1.0163 1.0154 -0.0009 -0.1% 1.0096
Range 0.0036 0.0064 0.0028 77.8% 0.0067
ATR 0.0076 0.0075 -0.0001 -1.1% 0.0000
Volume 12 16 4 33.3% 21
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0361 1.0322 1.0189
R3 1.0297 1.0258 1.0172
R2 1.0233 1.0233 1.0166
R1 1.0194 1.0194 1.0160 1.0182
PP 1.0169 1.0169 1.0169 1.0163
S1 1.0130 1.0130 1.0148 1.0118
S2 1.0105 1.0105 1.0142
S3 1.0041 1.0066 1.0136
S4 0.9977 1.0002 1.0119
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0294 1.0262 1.0133
R3 1.0227 1.0195 1.0114
R2 1.0160 1.0160 1.0108
R1 1.0128 1.0128 1.0102 1.0144
PP 1.0093 1.0093 1.0093 1.0101
S1 1.0061 1.0061 1.0090 1.0077
S2 1.0026 1.0026 1.0084
S3 0.9959 0.9994 1.0078
S4 0.9892 0.9927 1.0059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0220 1.0040 0.0180 1.8% 0.0073 0.7% 63% False False 20
10 1.0220 0.9997 0.0223 2.2% 0.0065 0.6% 70% False False 11
20 1.0220 0.9854 0.0366 3.6% 0.0072 0.7% 82% False False 10
40 1.0220 0.9778 0.0442 4.4% 0.0062 0.6% 85% False False 10
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0481
2.618 1.0377
1.618 1.0313
1.000 1.0273
0.618 1.0249
HIGH 1.0209
0.618 1.0185
0.500 1.0177
0.382 1.0169
LOW 1.0145
0.618 1.0105
1.000 1.0081
1.618 1.0041
2.618 0.9977
4.250 0.9873
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 1.0177 1.0170
PP 1.0169 1.0164
S1 1.0162 1.0159

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.