CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 02-Nov-2018
Day Change Summary
Previous Current
01-Nov-2018 02-Nov-2018 Change Change % Previous Week
Open 1.0082 1.0128 0.0046 0.5% 1.0163
High 1.0134 1.0166 0.0032 0.3% 1.0166
Low 1.0052 1.0084 0.0032 0.3% 1.0046
Close 1.0116 1.0084 -0.0032 -0.3% 1.0084
Range 0.0082 0.0082 0.0000 0.0% 0.0120
ATR 0.0053 0.0055 0.0002 3.9% 0.0000
Volume 20 2 -18 -90.0% 258
Daily Pivots for day following 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0357 1.0303 1.0129
R3 1.0275 1.0221 1.0107
R2 1.0193 1.0193 1.0099
R1 1.0139 1.0139 1.0092 1.0125
PP 1.0111 1.0111 1.0111 1.0105
S1 1.0057 1.0057 1.0076 1.0043
S2 1.0029 1.0029 1.0069
S3 0.9947 0.9975 1.0061
S4 0.9865 0.9893 1.0039
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0459 1.0391 1.0150
R3 1.0339 1.0271 1.0117
R2 1.0219 1.0219 1.0106
R1 1.0151 1.0151 1.0095 1.0125
PP 1.0099 1.0099 1.0099 1.0086
S1 1.0031 1.0031 1.0073 1.0005
S2 0.9979 0.9979 1.0062
S3 0.9859 0.9911 1.0051
S4 0.9739 0.9791 1.0018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0166 1.0046 0.0120 1.2% 0.0062 0.6% 32% True False 51
10 1.0208 1.0046 0.0162 1.6% 0.0054 0.5% 23% False False 37
20 1.0308 1.0046 0.0262 2.6% 0.0049 0.5% 15% False False 20
Crabel Price Patterns
NR False
NR4 False
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 0.0014
Fibonacci Retracements and Extensions
4.250 1.0515
2.618 1.0381
1.618 1.0299
1.000 1.0248
0.618 1.0217
HIGH 1.0166
0.618 1.0135
0.500 1.0125
0.382 1.0115
LOW 1.0084
0.618 1.0033
1.000 1.0002
1.618 0.9951
2.618 0.9869
4.250 0.9736
Fisher Pivots for day following 02-Nov-2018
Pivot 1 day 3 day
R1 1.0125 1.0106
PP 1.0111 1.0099
S1 1.0098 1.0091

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.