CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 1.0357 1.0498 0.0141 1.4% 1.0211
High 1.0357 1.0498 0.0141 1.4% 1.0331
Low 1.0357 1.0481 0.0124 1.2% 1.0177
Close 1.0357 1.0481 0.0124 1.2% 1.0331
Range 0.0000 0.0017 0.0017 0.0154
ATR 0.0000 0.0043 0.0043 0.0000
Volume 0 1 1 0
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0538 1.0526 1.0490
R3 1.0521 1.0509 1.0486
R2 1.0504 1.0504 1.0484
R1 1.0492 1.0492 1.0483 1.0490
PP 1.0487 1.0487 1.0487 1.0485
S1 1.0475 1.0475 1.0479 1.0473
S2 1.0470 1.0470 1.0478
S3 1.0453 1.0458 1.0476
S4 1.0436 1.0441 1.0472
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0742 1.0690 1.0416
R3 1.0588 1.0536 1.0373
R2 1.0434 1.0434 1.0359
R1 1.0382 1.0382 1.0345 1.0408
PP 1.0280 1.0280 1.0280 1.0293
S1 1.0228 1.0228 1.0317 1.0254
S2 1.0126 1.0126 1.0303
S3 0.9972 1.0074 1.0289
S4 0.9818 0.9920 1.0246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0498 1.0266 0.0232 2.2% 0.0003 0.0% 93% True False
10 1.0498 1.0177 0.0321 3.1% 0.0002 0.0% 95% True False
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0570
2.618 1.0543
1.618 1.0526
1.000 1.0515
0.618 1.0509
HIGH 1.0498
0.618 1.0492
0.500 1.0490
0.382 1.0487
LOW 1.0481
0.618 1.0470
1.000 1.0464
1.618 1.0453
2.618 1.0436
4.250 1.0409
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 1.0490 1.0449
PP 1.0487 1.0417
S1 1.0484 1.0386

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.