CME Swiss Franc Future September 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 1.0234 1.0271 0.0037 0.4% 1.0286
High 1.0234 1.0271 0.0037 0.4% 1.0316
Low 1.0234 1.0271 0.0037 0.4% 1.0168
Close 1.0234 1.0271 0.0037 0.4% 1.0225
Range
ATR 0.0071 0.0069 -0.0002 -3.4% 0.0000
Volume
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0271 1.0271 1.0271
R3 1.0271 1.0271 1.0271
R2 1.0271 1.0271 1.0271
R1 1.0271 1.0271 1.0271 1.0271
PP 1.0271 1.0271 1.0271 1.0271
S1 1.0271 1.0271 1.0271 1.0271
S2 1.0271 1.0271 1.0271
S3 1.0271 1.0271 1.0271
S4 1.0271 1.0271 1.0271
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0680 1.0601 1.0306
R3 1.0532 1.0453 1.0266
R2 1.0384 1.0384 1.0252
R1 1.0305 1.0305 1.0239 1.0271
PP 1.0236 1.0236 1.0236 1.0219
S1 1.0157 1.0157 1.0211 1.0123
S2 1.0088 1.0088 1.0198
S3 0.9940 1.0009 1.0184
S4 0.9792 0.9861 1.0144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0271 1.0225 0.0046 0.4% 0.0000 0.0% 100% True False
10 1.0320 1.0168 0.0152 1.5% 0.0001 0.0% 68% False False
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 1.0271
2.618 1.0271
1.618 1.0271
1.000 1.0271
0.618 1.0271
HIGH 1.0271
0.618 1.0271
0.500 1.0271
0.382 1.0271
LOW 1.0271
0.618 1.0271
1.000 1.0271
1.618 1.0271
2.618 1.0271
4.250 1.0271
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 1.0271 1.0265
PP 1.0271 1.0259
S1 1.0271 1.0253

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.