CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 1.1208 1.1170 -0.0038 -0.3% 1.1096
High 1.1212 1.1186 -0.0026 -0.2% 1.1253
Low 1.1162 1.1112 -0.0050 -0.4% 1.1061
Close 1.1186 1.1132 -0.0054 -0.5% 1.1207
Range 0.0050 0.0074 0.0024 48.0% 0.0192
ATR 0.0080 0.0080 0.0000 -0.5% 0.0000
Volume 19,337 33,916 14,579 75.4% 135,693
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1365 1.1323 1.1173
R3 1.1291 1.1249 1.1152
R2 1.1217 1.1217 1.1146
R1 1.1175 1.1175 1.1139 1.1159
PP 1.1143 1.1143 1.1143 1.1136
S1 1.1101 1.1101 1.1125 1.1085
S2 1.1069 1.1069 1.1118
S3 1.0995 1.1027 1.1112
S4 1.0921 1.0953 1.1091
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1750 1.1670 1.1313
R3 1.1558 1.1478 1.1260
R2 1.1366 1.1366 1.1242
R1 1.1286 1.1286 1.1225 1.1326
PP 1.1174 1.1174 1.1174 1.1194
S1 1.1094 1.1094 1.1189 1.1134
S2 1.0982 1.0982 1.1172
S3 1.0790 1.0902 1.1154
S4 1.0598 1.0710 1.1101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1253 1.1112 0.0141 1.3% 0.0066 0.6% 14% False True 27,253
10 1.1253 1.0904 0.0349 3.1% 0.0080 0.7% 65% False False 29,448
20 1.1253 1.0900 0.0353 3.2% 0.0085 0.8% 66% False False 29,766
40 1.1253 1.0584 0.0669 6.0% 0.0081 0.7% 82% False False 25,611
60 1.1253 1.0584 0.0669 6.0% 0.0075 0.7% 82% False False 17,131
80 1.1253 1.0298 0.0955 8.6% 0.0071 0.6% 87% False False 12,852
100 1.1253 1.0298 0.0955 8.6% 0.0064 0.6% 87% False False 10,282
120 1.1253 1.0230 0.1023 9.2% 0.0053 0.5% 88% False False 8,569
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1501
2.618 1.1380
1.618 1.1306
1.000 1.1260
0.618 1.1232
HIGH 1.1186
0.618 1.1158
0.500 1.1149
0.382 1.1140
LOW 1.1112
0.618 1.1066
1.000 1.1038
1.618 1.0992
2.618 1.0918
4.250 1.0798
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 1.1149 1.1181
PP 1.1143 1.1165
S1 1.1138 1.1148

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.