CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 1.0608 1.0547 -0.0061 -0.6% 1.0728
High 1.0608 1.0547 -0.0061 -0.6% 1.0737
Low 1.0601 1.0547 -0.0054 -0.5% 1.0652
Close 1.0608 1.0547 -0.0061 -0.6% 1.0735
Range 0.0007 0.0000 -0.0007 -100.0% 0.0085
ATR 0.0065 0.0065 0.0000 -0.4% 0.0000
Volume
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0547 1.0547 1.0547
R3 1.0547 1.0547 1.0547
R2 1.0547 1.0547 1.0547
R1 1.0547 1.0547 1.0547 1.0547
PP 1.0547 1.0547 1.0547 1.0547
S1 1.0547 1.0547 1.0547 1.0547
S2 1.0547 1.0547 1.0547
S3 1.0547 1.0547 1.0547
S4 1.0547 1.0547 1.0547
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.0963 1.0934 1.0782
R3 1.0878 1.0849 1.0758
R2 1.0793 1.0793 1.0751
R1 1.0764 1.0764 1.0743 1.0779
PP 1.0708 1.0708 1.0708 1.0715
S1 1.0679 1.0679 1.0727 1.0694
S2 1.0623 1.0623 1.0719
S3 1.0538 1.0594 1.0712
S4 1.0453 1.0509 1.0688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0735 1.0547 0.0188 1.8% 0.0010 0.1% 0% False True
10 1.0737 1.0547 0.0190 1.8% 0.0013 0.1% 0% False True
20 1.1036 1.0547 0.0489 4.6% 0.0006 0.1% 0% False True
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0547
2.618 1.0547
1.618 1.0547
1.000 1.0547
0.618 1.0547
HIGH 1.0547
0.618 1.0547
0.500 1.0547
0.382 1.0547
LOW 1.0547
0.618 1.0547
1.000 1.0547
1.618 1.0547
2.618 1.0547
4.250 1.0547
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 1.0547 1.0640
PP 1.0547 1.0609
S1 1.0547 1.0578

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.