CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 1.0302 1.0419 0.0117 1.1% 1.0143
High 1.0302 1.0430 0.0128 1.2% 1.0278
Low 1.0302 1.0412 0.0110 1.1% 1.0102
Close 1.0302 1.0430 0.0128 1.2% 1.0278
Range 0.0000 0.0018 0.0018 0.0176
ATR 0.0050 0.0055 0.0006 11.2% 0.0000
Volume 0 18 18 13
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0478 1.0472 1.0440
R3 1.0460 1.0454 1.0435
R2 1.0442 1.0442 1.0433
R1 1.0436 1.0436 1.0432 1.0439
PP 1.0424 1.0424 1.0424 1.0426
S1 1.0418 1.0418 1.0428 1.0421
S2 1.0406 1.0406 1.0427
S3 1.0388 1.0400 1.0425
S4 1.0370 1.0382 1.0420
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0747 1.0689 1.0375
R3 1.0571 1.0513 1.0326
R2 1.0395 1.0395 1.0310
R1 1.0337 1.0337 1.0294 1.0366
PP 1.0219 1.0219 1.0219 1.0234
S1 1.0161 1.0161 1.0262 1.0190
S2 1.0043 1.0043 1.0246
S3 0.9867 0.9985 1.0230
S4 0.9691 0.9809 1.0181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0430 1.0214 0.0216 2.1% 0.0004 0.0% 100% True False 3
10 1.0430 1.0102 0.0328 3.1% 0.0024 0.2% 100% True False 3
20 1.0430 1.0102 0.0328 3.1% 0.0015 0.1% 100% True False 1
40 1.0430 0.9868 0.0562 5.4% 0.0008 0.1% 100% True False 1
60 1.0430 0.9868 0.0562 5.4% 0.0008 0.1% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0507
2.618 1.0477
1.618 1.0459
1.000 1.0448
0.618 1.0441
HIGH 1.0430
0.618 1.0423
0.500 1.0421
0.382 1.0419
LOW 1.0412
0.618 1.0401
1.000 1.0394
1.618 1.0383
2.618 1.0365
4.250 1.0336
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 1.0427 1.0395
PP 1.0424 1.0360
S1 1.0421 1.0326

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.