CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 1.1111 1.1203 0.0092 0.8% 1.1042
High 1.1111 1.1203 0.0092 0.8% 1.1113
Low 1.1111 1.1203 0.0092 0.8% 1.0974
Close 1.1111 1.1203 0.0092 0.8% 1.1108
Range
ATR 0.0038 0.0042 0.0004 10.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1203 1.1203 1.1203
R3 1.1203 1.1203 1.1203
R2 1.1203 1.1203 1.1203
R1 1.1203 1.1203 1.1203 1.1203
PP 1.1203 1.1203 1.1203 1.1203
S1 1.1203 1.1203 1.1203 1.1203
S2 1.1203 1.1203 1.1203
S3 1.1203 1.1203 1.1203
S4 1.1203 1.1203 1.1203
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1482 1.1434 1.1184
R3 1.1343 1.1295 1.1146
R2 1.1204 1.1204 1.1133
R1 1.1156 1.1156 1.1121 1.1180
PP 1.1065 1.1065 1.1065 1.1077
S1 1.1017 1.1017 1.1095 1.1041
S2 1.0926 1.0926 1.1083
S3 1.0787 1.0878 1.1070
S4 1.0648 1.0739 1.1032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1203 1.0974 0.0229 2.0% 0.0000 0.0% 100% True False 1
10 1.1203 1.0974 0.0229 2.0% 0.0000 0.0% 100% True False 1
20 1.1203 1.0974 0.0229 2.0% 0.0000 0.0% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1203
2.618 1.1203
1.618 1.1203
1.000 1.1203
0.618 1.1203
HIGH 1.1203
0.618 1.1203
0.500 1.1203
0.382 1.1203
LOW 1.1203
0.618 1.1203
1.000 1.1203
1.618 1.1203
2.618 1.1203
4.250 1.1203
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 1.1203 1.1187
PP 1.1203 1.1171
S1 1.1203 1.1156

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.