CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 25-Sep-2017
Day Change Summary
Previous Current
22-Sep-2017 25-Sep-2017 Change Change % Previous Week
Open 1.0456 1.0399 -0.0057 -0.5% 1.0530
High 1.0465 1.0490 0.0025 0.2% 1.0557
Low 1.0430 1.0386 -0.0044 -0.4% 1.0385
Close 1.0433 1.0470 0.0037 0.4% 1.0433
Range 0.0035 0.0104 0.0069 197.1% 0.0172
ATR 0.0077 0.0079 0.0002 2.6% 0.0000
Volume 5 1 -4 -80.0% 5
Daily Pivots for day following 25-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0761 1.0719 1.0527
R3 1.0657 1.0615 1.0499
R2 1.0553 1.0553 1.0489
R1 1.0511 1.0511 1.0480 1.0532
PP 1.0449 1.0449 1.0449 1.0459
S1 1.0407 1.0407 1.0460 1.0428
S2 1.0345 1.0345 1.0451
S3 1.0241 1.0303 1.0441
S4 1.0137 1.0199 1.0413
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0974 1.0876 1.0528
R3 1.0802 1.0704 1.0480
R2 1.0630 1.0630 1.0465
R1 1.0532 1.0532 1.0449 1.0495
PP 1.0458 1.0458 1.0458 1.0440
S1 1.0360 1.0360 1.0417 1.0323
S2 1.0286 1.0286 1.0401
S3 1.0114 1.0188 1.0386
S4 0.9942 1.0016 1.0338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0549 1.0385 0.0164 1.6% 0.0076 0.7% 52% False False 1
10 1.0563 1.0385 0.0178 1.7% 0.0062 0.6% 48% False False 13
20 1.0744 1.0385 0.0359 3.4% 0.0060 0.6% 24% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0932
2.618 1.0762
1.618 1.0658
1.000 1.0594
0.618 1.0554
HIGH 1.0490
0.618 1.0450
0.500 1.0438
0.382 1.0426
LOW 1.0386
0.618 1.0322
1.000 1.0282
1.618 1.0218
2.618 1.0114
4.250 0.9944
Fisher Pivots for day following 25-Sep-2017
Pivot 1 day 3 day
R1 1.0459 1.0459
PP 1.0449 1.0448
S1 1.0438 1.0438

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.