CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 1.0499 1.0461 -0.0038 -0.4% 1.0380
High 1.0517 1.0463 -0.0054 -0.5% 1.0517
Low 1.0461 1.0359 -0.0102 -1.0% 1.0319
Close 1.0488 1.0370 -0.0118 -1.1% 1.0488
Range 0.0056 0.0104 0.0048 85.7% 0.0198
ATR 0.0075 0.0079 0.0004 5.2% 0.0000
Volume 297 140 -157 -52.9% 679
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.0709 1.0644 1.0427
R3 1.0605 1.0540 1.0399
R2 1.0501 1.0501 1.0389
R1 1.0436 1.0436 1.0380 1.0417
PP 1.0397 1.0397 1.0397 1.0388
S1 1.0332 1.0332 1.0360 1.0313
S2 1.0293 1.0293 1.0351
S3 1.0189 1.0228 1.0341
S4 1.0085 1.0124 1.0313
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.1035 1.0960 1.0597
R3 1.0837 1.0762 1.0542
R2 1.0639 1.0639 1.0524
R1 1.0564 1.0564 1.0506 1.0602
PP 1.0441 1.0441 1.0441 1.0460
S1 1.0366 1.0366 1.0470 1.0404
S2 1.0243 1.0243 1.0452
S3 1.0045 1.0168 1.0434
S4 0.9847 0.9970 1.0379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0517 1.0319 0.0198 1.9% 0.0083 0.8% 26% False False 159
10 1.0517 1.0319 0.0198 1.9% 0.0071 0.7% 26% False False 85
20 1.0696 1.0319 0.0377 3.6% 0.0084 0.8% 14% False False 61
40 1.0696 1.0319 0.0377 3.6% 0.0071 0.7% 14% False False 34
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0905
2.618 1.0735
1.618 1.0631
1.000 1.0567
0.618 1.0527
HIGH 1.0463
0.618 1.0423
0.500 1.0411
0.382 1.0399
LOW 1.0359
0.618 1.0295
1.000 1.0255
1.618 1.0191
2.618 1.0087
4.250 0.9917
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 1.0411 1.0438
PP 1.0397 1.0415
S1 1.0384 1.0393

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.