CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 1.0466 1.0465 -0.0001 0.0% 1.0476
High 1.0515 1.0494 -0.0021 -0.2% 1.0515
Low 1.0466 1.0465 -0.0001 0.0% 1.0440
Close 1.0515 1.0494 -0.0021 -0.2% 1.0515
Range 0.0049 0.0029 -0.0020 -40.8% 0.0075
ATR 0.0044 0.0044 0.0000 1.0% 0.0000
Volume 5 6 1 20.0% 71
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0571 1.0562 1.0510
R3 1.0542 1.0533 1.0502
R2 1.0513 1.0513 1.0499
R1 1.0504 1.0504 1.0497 1.0509
PP 1.0484 1.0484 1.0484 1.0487
S1 1.0475 1.0475 1.0491 1.0480
S2 1.0455 1.0455 1.0489
S3 1.0426 1.0446 1.0486
S4 1.0397 1.0417 1.0478
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0715 1.0690 1.0556
R3 1.0640 1.0615 1.0536
R2 1.0565 1.0565 1.0529
R1 1.0540 1.0540 1.0522 1.0553
PP 1.0490 1.0490 1.0490 1.0496
S1 1.0465 1.0465 1.0508 1.0478
S2 1.0415 1.0415 1.0501
S3 1.0340 1.0390 1.0494
S4 1.0265 1.0315 1.0474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0515 1.0440 0.0075 0.7% 0.0034 0.3% 72% False False 15
10 1.0533 1.0440 0.0093 0.9% 0.0024 0.2% 58% False False 9
20 1.0533 1.0160 0.0373 3.6% 0.0017 0.2% 90% False False 5
40 1.0599 1.0160 0.0439 4.2% 0.0010 0.1% 76% False False 2
60 1.0618 1.0160 0.0458 4.4% 0.0009 0.1% 73% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0617
2.618 1.0570
1.618 1.0541
1.000 1.0523
0.618 1.0512
HIGH 1.0494
0.618 1.0483
0.500 1.0480
0.382 1.0476
LOW 1.0465
0.618 1.0447
1.000 1.0436
1.618 1.0418
2.618 1.0389
4.250 1.0342
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 1.0489 1.0489
PP 1.0484 1.0483
S1 1.0480 1.0478

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.