CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 1.0600 1.0630 0.0030 0.3% 1.0530
High 1.0600 1.0638 0.0038 0.4% 1.0654
Low 1.0587 1.0630 0.0043 0.4% 1.0525
Close 1.0595 1.0638 0.0043 0.4% 1.0638
Range 0.0013 0.0008 -0.0005 -38.5% 0.0129
ATR 0.0080 0.0077 -0.0003 -3.3% 0.0000
Volume 1 2 1 100.0% 18
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0659 1.0657 1.0642
R3 1.0651 1.0649 1.0640
R2 1.0643 1.0643 1.0639
R1 1.0641 1.0641 1.0639 1.0642
PP 1.0635 1.0635 1.0635 1.0636
S1 1.0633 1.0633 1.0637 1.0634
S2 1.0627 1.0627 1.0637
S3 1.0619 1.0625 1.0636
S4 1.0611 1.0617 1.0634
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0993 1.0944 1.0709
R3 1.0864 1.0815 1.0673
R2 1.0735 1.0735 1.0662
R1 1.0686 1.0686 1.0650 1.0711
PP 1.0606 1.0606 1.0606 1.0618
S1 1.0557 1.0557 1.0626 1.0582
S2 1.0477 1.0477 1.0614
S3 1.0348 1.0428 1.0603
S4 1.0219 1.0299 1.0567
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% 0.0039 0.4% 88% False False 3
10 1.0654 1.0298 0.0356 3.3% 0.0053 0.5% 96% False False 7
20 1.0750 1.0298 0.0452 4.2% 0.0042 0.4% 75% False False 6
40 1.0963 1.0298 0.0665 6.3% 0.0030 0.3% 51% False False 4
60 1.0963 1.0230 0.0733 6.9% 0.0021 0.2% 56% 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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0672
2.618 1.0659
1.618 1.0651
1.000 1.0646
0.618 1.0643
HIGH 1.0638
0.618 1.0635
0.500 1.0634
0.382 1.0633
LOW 1.0630
0.618 1.0625
1.000 1.0622
1.618 1.0617
2.618 1.0609
4.250 1.0596
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 1.0637 1.0630
PP 1.0635 1.0621
S1 1.0634 1.0613

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.