CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 1.0402 1.0393 -0.0009 -0.1% 1.0214
High 1.0415 1.0397 -0.0018 -0.2% 1.0430
Low 1.0398 1.0367 -0.0031 -0.3% 1.0214
Close 1.0403 1.0367 -0.0036 -0.3% 1.0399
Range 0.0017 0.0030 0.0013 76.5% 0.0216
ATR 0.0051 0.0050 -0.0001 -2.1% 0.0000
Volume 6 6 0 0.0% 18
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0467 1.0447 1.0384
R3 1.0437 1.0417 1.0375
R2 1.0407 1.0407 1.0373
R1 1.0387 1.0387 1.0370 1.0382
PP 1.0377 1.0377 1.0377 1.0375
S1 1.0357 1.0357 1.0364 1.0352
S2 1.0347 1.0347 1.0362
S3 1.0317 1.0327 1.0359
S4 1.0287 1.0297 1.0351
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0996 1.0913 1.0518
R3 1.0780 1.0697 1.0458
R2 1.0564 1.0564 1.0439
R1 1.0481 1.0481 1.0419 1.0523
PP 1.0348 1.0348 1.0348 1.0368
S1 1.0265 1.0265 1.0379 1.0307
S2 1.0132 1.0132 1.0359
S3 0.9916 1.0049 1.0340
S4 0.9700 0.9833 1.0280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0430 1.0302 0.0128 1.2% 0.0013 0.1% 51% False False 6
10 1.0430 1.0106 0.0324 3.1% 0.0023 0.2% 81% False False 3
20 1.0430 1.0102 0.0328 3.2% 0.0017 0.2% 81% False False 2
40 1.0430 0.9868 0.0562 5.4% 0.0009 0.1% 89% False False 1
60 1.0430 0.9868 0.0562 5.4% 0.0009 0.1% 89% False False
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 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0525
2.618 1.0476
1.618 1.0446
1.000 1.0427
0.618 1.0416
HIGH 1.0397
0.618 1.0386
0.500 1.0382
0.382 1.0378
LOW 1.0367
0.618 1.0348
1.000 1.0337
1.618 1.0318
2.618 1.0288
4.250 1.0240
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 1.0382 1.0391
PP 1.0377 1.0383
S1 1.0372 1.0375

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.