CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 1.0102 1.0104 0.0002 0.0% 1.0120
High 1.0144 1.0135 -0.0009 -0.1% 1.0159
Low 1.0091 1.0074 -0.0017 -0.2% 1.0062
Close 1.0104 1.0087 -0.0017 -0.2% 1.0087
Range 0.0053 0.0061 0.0008 15.1% 0.0097
ATR 0.0065 0.0065 0.0000 -0.4% 0.0000
Volume 3 46 43 1,433.3% 70
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0282 1.0245 1.0121
R3 1.0221 1.0184 1.0104
R2 1.0160 1.0160 1.0098
R1 1.0123 1.0123 1.0093 1.0111
PP 1.0099 1.0099 1.0099 1.0093
S1 1.0062 1.0062 1.0081 1.0050
S2 1.0038 1.0038 1.0076
S3 0.9977 1.0001 1.0070
S4 0.9916 0.9940 1.0053
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0394 1.0337 1.0140
R3 1.0297 1.0240 1.0114
R2 1.0200 1.0200 1.0105
R1 1.0143 1.0143 1.0096 1.0123
PP 1.0103 1.0103 1.0103 1.0093
S1 1.0046 1.0046 1.0078 1.0026
S2 1.0006 1.0006 1.0069
S3 0.9909 0.9949 1.0060
S4 0.9812 0.9852 1.0034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0159 1.0062 0.0097 1.0% 0.0055 0.5% 26% False False 14
10 1.0274 1.0062 0.0212 2.1% 0.0063 0.6% 12% False False 26
20 1.0411 1.0062 0.0349 3.5% 0.0057 0.6% 7% False False 17
40 1.0613 1.0062 0.0551 5.5% 0.0058 0.6% 5% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0394
2.618 1.0295
1.618 1.0234
1.000 1.0196
0.618 1.0173
HIGH 1.0135
0.618 1.0112
0.500 1.0105
0.382 1.0097
LOW 1.0074
0.618 1.0036
1.000 1.0013
1.618 0.9975
2.618 0.9914
4.250 0.9815
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 1.0105 1.0103
PP 1.0099 1.0098
S1 1.0093 1.0092

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.