CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 1.0603 1.0600 -0.0003 0.0% 1.0389
High 1.0639 1.0600 -0.0039 -0.4% 1.0634
Low 1.0603 1.0587 -0.0016 -0.2% 1.0298
Close 1.0639 1.0595 -0.0044 -0.4% 1.0579
Range 0.0036 0.0013 -0.0023 -63.9% 0.0336
ATR 0.0082 0.0080 -0.0002 -2.6% 0.0000
Volume 2 1 -1 -50.0% 54
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0633 1.0627 1.0602
R3 1.0620 1.0614 1.0599
R2 1.0607 1.0607 1.0597
R1 1.0601 1.0601 1.0596 1.0598
PP 1.0594 1.0594 1.0594 1.0592
S1 1.0588 1.0588 1.0594 1.0585
S2 1.0581 1.0581 1.0593
S3 1.0568 1.0575 1.0591
S4 1.0555 1.0562 1.0588
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1512 1.1381 1.0764
R3 1.1176 1.1045 1.0671
R2 1.0840 1.0840 1.0641
R1 1.0709 1.0709 1.0610 1.0775
PP 1.0504 1.0504 1.0504 1.0536
S1 1.0373 1.0373 1.0548 1.0439
S2 1.0168 1.0168 1.0517
S3 0.9832 1.0037 1.0487
S4 0.9496 0.9701 1.0394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0654 1.0525 0.0129 1.2% 0.0053 0.5% 54% False False 11
10 1.0654 1.0298 0.0356 3.4% 0.0063 0.6% 83% False False 7
20 1.0810 1.0298 0.0512 4.8% 0.0046 0.4% 58% False False 6
40 1.0963 1.0230 0.0733 6.9% 0.0029 0.3% 50% False False 4
60 1.0963 1.0230 0.0733 6.9% 0.0021 0.2% 50% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0655
2.618 1.0634
1.618 1.0621
1.000 1.0613
0.618 1.0608
HIGH 1.0600
0.618 1.0595
0.500 1.0594
0.382 1.0592
LOW 1.0587
0.618 1.0579
1.000 1.0574
1.618 1.0566
2.618 1.0553
4.250 1.0532
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 1.0595 1.0605
PP 1.0594 1.0602
S1 1.0594 1.0598

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.