CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 1.0940 1.0923 -0.0017 -0.2% 1.1018
High 1.0940 1.0923 -0.0017 -0.2% 1.1018
Low 1.0940 1.0862 -0.0078 -0.7% 1.0862
Close 1.0940 1.0862 -0.0078 -0.7% 1.0862
Range 0.0000 0.0061 0.0061 0.0156
ATR 0.0039 0.0042 0.0003 7.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1065 1.1025 1.0896
R3 1.1004 1.0964 1.0879
R2 1.0943 1.0943 1.0873
R1 1.0903 1.0903 1.0868 1.0893
PP 1.0882 1.0882 1.0882 1.0877
S1 1.0842 1.0842 1.0856 1.0832
S2 1.0821 1.0821 1.0851
S3 1.0760 1.0781 1.0845
S4 1.0699 1.0720 1.0828
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1382 1.1278 1.0948
R3 1.1226 1.1122 1.0905
R2 1.1070 1.1070 1.0891
R1 1.0966 1.0966 1.0876 1.0940
PP 1.0914 1.0914 1.0914 1.0901
S1 1.0810 1.0810 1.0848 1.0784
S2 1.0758 1.0758 1.0833
S3 1.0602 1.0654 1.0819
S4 1.0446 1.0498 1.0776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1018 1.0862 0.0156 1.4% 0.0012 0.1% 0% False True 1
10 1.1206 1.0862 0.0344 3.2% 0.0006 0.1% 0% False True 1
20 1.1237 1.0862 0.0375 3.5% 0.0003 0.0% 0% False True 1
40 1.1237 1.0809 0.0428 3.9% 0.0002 0.0% 12% False False 1
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 0.0000
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.1182
2.618 1.1083
1.618 1.1022
1.000 1.0984
0.618 1.0961
HIGH 1.0923
0.618 1.0900
0.500 1.0893
0.382 1.0885
LOW 1.0862
0.618 1.0824
1.000 1.0801
1.618 1.0763
2.618 1.0702
4.250 1.0603
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 1.0893 1.0926
PP 1.0882 1.0904
S1 1.0872 1.0883

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.