CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 1.0994 1.1003 0.0009 0.1% 1.1073
High 1.1032 1.1003 -0.0029 -0.3% 1.1091
Low 1.0994 1.0930 -0.0064 -0.6% 1.0970
Close 1.1028 1.0969 -0.0059 -0.5% 1.0990
Range 0.0038 0.0073 0.0035 92.1% 0.0121
ATR 0.0046 0.0050 0.0004 8.1% 0.0000
Volume 7 18 11 157.1% 129
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1186 1.1151 1.1009
R3 1.1113 1.1078 1.0989
R2 1.1040 1.1040 1.0982
R1 1.1005 1.1005 1.0976 1.0986
PP 1.0967 1.0967 1.0967 1.0958
S1 1.0932 1.0932 1.0962 1.0913
S2 1.0894 1.0894 1.0956
S3 1.0821 1.0859 1.0949
S4 1.0748 1.0786 1.0929
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1380 1.1306 1.1057
R3 1.1259 1.1185 1.1023
R2 1.1138 1.1138 1.1012
R1 1.1064 1.1064 1.1001 1.1041
PP 1.1017 1.1017 1.1017 1.1005
S1 1.0943 1.0943 1.0979 1.0920
S2 1.0896 1.0896 1.0968
S3 1.0775 1.0822 1.0957
S4 1.0654 1.0701 1.0923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1032 1.0930 0.0102 0.9% 0.0035 0.3% 38% False True 12
10 1.1156 1.0930 0.0226 2.1% 0.0036 0.3% 17% False True 18
20 1.1156 1.0930 0.0226 2.1% 0.0030 0.3% 17% False True 13
40 1.1156 1.0602 0.0554 5.1% 0.0017 0.2% 66% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1313
2.618 1.1194
1.618 1.1121
1.000 1.1076
0.618 1.1048
HIGH 1.1003
0.618 1.0975
0.500 1.0967
0.382 1.0958
LOW 1.0930
0.618 1.0885
1.000 1.0857
1.618 1.0812
2.618 1.0739
4.250 1.0620
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 1.0968 1.0981
PP 1.0967 1.0977
S1 1.0967 1.0973

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.