CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 0.9976 0.9920 -0.0056 -0.6% 1.0008
High 0.9976 0.9920 -0.0056 -0.6% 1.0055
Low 0.9925 0.9920 -0.0005 -0.1% 0.9899
Close 0.9925 0.9920 -0.0005 -0.1% 0.9925
Range 0.0051 0.0000 -0.0051 -100.0% 0.0156
ATR 0.0055 0.0051 -0.0004 -6.5% 0.0000
Volume 5 0 -5 -100.0% 25
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.9920 0.9920 0.9920
R3 0.9920 0.9920 0.9920
R2 0.9920 0.9920 0.9920
R1 0.9920 0.9920 0.9920 0.9920
PP 0.9920 0.9920 0.9920 0.9920
S1 0.9920 0.9920 0.9920 0.9920
S2 0.9920 0.9920 0.9920
S3 0.9920 0.9920 0.9920
S4 0.9920 0.9920 0.9920
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0428 1.0332 1.0011
R3 1.0272 1.0176 0.9968
R2 1.0116 1.0116 0.9954
R1 1.0020 1.0020 0.9939 0.9990
PP 0.9960 0.9960 0.9960 0.9945
S1 0.9864 0.9864 0.9911 0.9834
S2 0.9804 0.9804 0.9896
S3 0.9648 0.9708 0.9882
S4 0.9492 0.9552 0.9839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9980 0.9899 0.0081 0.8% 0.0043 0.4% 26% False False 5
10 1.0103 0.9899 0.0204 2.1% 0.0043 0.4% 10% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9920
2.618 0.9920
1.618 0.9920
1.000 0.9920
0.618 0.9920
HIGH 0.9920
0.618 0.9920
0.500 0.9920
0.382 0.9920
LOW 0.9920
0.618 0.9920
1.000 0.9920
1.618 0.9920
2.618 0.9920
4.250 0.9920
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 0.9920 0.9940
PP 0.9920 0.9933
S1 0.9920 0.9927

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.