CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 1.0273 1.0264 -0.0009 -0.1% 1.0384
High 1.0327 1.0322 -0.0005 0.0% 1.0393
Low 1.0256 1.0254 -0.0002 0.0% 1.0256
Close 1.0307 1.0264 -0.0043 -0.4% 1.0307
Range 0.0071 0.0068 -0.0003 -4.2% 0.0137
ATR 0.0066 0.0066 0.0000 0.2% 0.0000
Volume 2 2 0 0.0% 26
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0484 1.0442 1.0301
R3 1.0416 1.0374 1.0283
R2 1.0348 1.0348 1.0276
R1 1.0306 1.0306 1.0270 1.0298
PP 1.0280 1.0280 1.0280 1.0276
S1 1.0238 1.0238 1.0258 1.0230
S2 1.0212 1.0212 1.0252
S3 1.0144 1.0170 1.0245
S4 1.0076 1.0102 1.0227
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0730 1.0655 1.0382
R3 1.0593 1.0518 1.0345
R2 1.0456 1.0456 1.0332
R1 1.0381 1.0381 1.0320 1.0350
PP 1.0319 1.0319 1.0319 1.0303
S1 1.0244 1.0244 1.0294 1.0213
S2 1.0182 1.0182 1.0282
S3 1.0045 1.0107 1.0269
S4 0.9908 0.9970 1.0232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0366 1.0254 0.0112 1.1% 0.0053 0.5% 9% False True 2
10 1.0472 1.0254 0.0218 2.1% 0.0061 0.6% 5% False True 23
20 1.0472 1.0254 0.0218 2.1% 0.0051 0.5% 5% False True 13
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0611
2.618 1.0500
1.618 1.0432
1.000 1.0390
0.618 1.0364
HIGH 1.0322
0.618 1.0296
0.500 1.0288
0.382 1.0280
LOW 1.0254
0.618 1.0212
1.000 1.0186
1.618 1.0144
2.618 1.0076
4.250 0.9965
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 1.0288 1.0308
PP 1.0280 1.0293
S1 1.0272 1.0279

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.