CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 1.0681 1.0747 0.0066 0.6% 1.0686
High 1.0681 1.0777 0.0096 0.9% 1.0719
Low 1.0677 1.0747 0.0070 0.7% 1.0664
Close 1.0679 1.0777 0.0098 0.9% 1.0667
Range 0.0004 0.0030 0.0026 650.0% 0.0055
ATR 0.0040 0.0045 0.0004 10.2% 0.0000
Volume 11 4 -7 -63.6% 16
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0857 1.0847 1.0794
R3 1.0827 1.0817 1.0785
R2 1.0797 1.0797 1.0783
R1 1.0787 1.0787 1.0780 1.0792
PP 1.0767 1.0767 1.0767 1.0770
S1 1.0757 1.0757 1.0774 1.0762
S2 1.0737 1.0737 1.0772
S3 1.0707 1.0727 1.0769
S4 1.0677 1.0697 1.0761
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0848 1.0813 1.0697
R3 1.0793 1.0758 1.0682
R2 1.0738 1.0738 1.0677
R1 1.0703 1.0703 1.0672 1.0693
PP 1.0683 1.0683 1.0683 1.0679
S1 1.0648 1.0648 1.0662 1.0638
S2 1.0628 1.0628 1.0657
S3 1.0573 1.0593 1.0652
S4 1.0518 1.0538 1.0637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0777 1.0647 0.0130 1.2% 0.0022 0.2% 100% True False 6
10 1.0777 1.0647 0.0130 1.2% 0.0019 0.2% 100% True False 5
20 1.0818 1.0600 0.0218 2.0% 0.0021 0.2% 81% False False 4
40 1.0818 1.0288 0.0530 4.9% 0.0011 0.1% 92% False False 3
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0905
2.618 1.0856
1.618 1.0826
1.000 1.0807
0.618 1.0796
HIGH 1.0777
0.618 1.0766
0.500 1.0762
0.382 1.0758
LOW 1.0747
0.618 1.0728
1.000 1.0717
1.618 1.0698
2.618 1.0668
4.250 1.0620
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 1.0772 1.0760
PP 1.0767 1.0744
S1 1.0762 1.0727

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.