CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 1.0720 1.0685 -0.0035 -0.3% 1.0839
High 1.0727 1.0750 0.0023 0.2% 1.0903
Low 1.0699 1.0685 -0.0014 -0.1% 1.0699
Close 1.0727 1.0742 0.0015 0.1% 1.0727
Range 0.0028 0.0065 0.0037 132.1% 0.0204
ATR 0.0074 0.0073 -0.0001 -0.8% 0.0000
Volume 27 3 -24 -88.9% 39
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0921 1.0896 1.0778
R3 1.0856 1.0831 1.0760
R2 1.0791 1.0791 1.0754
R1 1.0766 1.0766 1.0748 1.0779
PP 1.0726 1.0726 1.0726 1.0732
S1 1.0701 1.0701 1.0736 1.0714
S2 1.0661 1.0661 1.0730
S3 1.0596 1.0636 1.0724
S4 1.0531 1.0571 1.0706
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1388 1.1262 1.0839
R3 1.1184 1.1058 1.0783
R2 1.0980 1.0980 1.0764
R1 1.0854 1.0854 1.0746 1.0815
PP 1.0776 1.0776 1.0776 1.0757
S1 1.0650 1.0650 1.0708 1.0611
S2 1.0572 1.0572 1.0690
S3 1.0368 1.0446 1.0671
S4 1.0164 1.0242 1.0615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0903 1.0685 0.0218 2.0% 0.0059 0.5% 26% False True 7
10 1.0963 1.0685 0.0278 2.6% 0.0043 0.4% 21% False True 4
20 1.0963 1.0299 0.0664 6.2% 0.0022 0.2% 67% False False 2
40 1.0963 1.0230 0.0733 6.8% 0.0013 0.1% 70% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1026
2.618 1.0920
1.618 1.0855
1.000 1.0815
0.618 1.0790
HIGH 1.0750
0.618 1.0725
0.500 1.0718
0.382 1.0710
LOW 1.0685
0.618 1.0645
1.000 1.0620
1.618 1.0580
2.618 1.0515
4.250 1.0409
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 1.0734 1.0748
PP 1.0726 1.0746
S1 1.0718 1.0744

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.