CME Swiss Franc Future June 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 1.0166 1.0132 -0.0034 -0.3% 1.0124
High 1.0166 1.0132 -0.0034 -0.3% 1.0405
Low 1.0122 1.0100 -0.0022 -0.2% 1.0113
Close 1.0146 1.0107 -0.0039 -0.4% 1.0307
Range 0.0044 0.0032 -0.0012 -27.3% 0.0292
ATR 0.0080 0.0077 -0.0002 -3.0% 0.0000
Volume 83 48 -35 -42.2% 666
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0209 1.0190 1.0125
R3 1.0177 1.0158 1.0116
R2 1.0145 1.0145 1.0113
R1 1.0126 1.0126 1.0110 1.0120
PP 1.0113 1.0113 1.0113 1.0110
S1 1.0094 1.0094 1.0104 1.0088
S2 1.0081 1.0081 1.0101
S3 1.0049 1.0062 1.0098
S4 1.0017 1.0030 1.0089
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1151 1.1021 1.0468
R3 1.0859 1.0729 1.0387
R2 1.0567 1.0567 1.0361
R1 1.0437 1.0437 1.0334 1.0502
PP 1.0275 1.0275 1.0275 1.0308
S1 1.0145 1.0145 1.0280 1.0210
S2 0.9983 0.9983 1.0253
S3 0.9691 0.9853 1.0227
S4 0.9399 0.9561 1.0146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0405 1.0100 0.0305 3.0% 0.0065 0.6% 2% False True 111
10 1.0405 1.0013 0.0392 3.9% 0.0084 0.8% 24% False False 134
20 1.0405 0.9818 0.0587 5.8% 0.0069 0.7% 49% False False 86
40 1.0405 0.9818 0.0587 5.8% 0.0055 0.5% 49% False False 53
60 1.0405 0.9818 0.0587 5.8% 0.0047 0.5% 49% False False 38
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 0.0008
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0268
2.618 1.0216
1.618 1.0184
1.000 1.0164
0.618 1.0152
HIGH 1.0132
0.618 1.0120
0.500 1.0116
0.382 1.0112
LOW 1.0100
0.618 1.0080
1.000 1.0068
1.618 1.0048
2.618 1.0016
4.250 0.9964
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 1.0116 1.0186
PP 1.0113 1.0160
S1 1.0110 1.0133

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.