CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 1.0976 1.0975 -0.0001 0.0% 1.1040
High 1.1005 1.1005 0.0000 0.0% 1.1051
Low 1.0972 1.0963 -0.0009 -0.1% 1.0963
Close 1.0976 1.0975 -0.0001 0.0% 1.0975
Range 0.0033 0.0042 0.0009 27.3% 0.0088
ATR 0.0058 0.0057 -0.0001 -2.0% 0.0000
Volume
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1107 1.1083 1.0998
R3 1.1065 1.1041 1.0987
R2 1.1023 1.1023 1.0983
R1 1.0999 1.0999 1.0979 1.0996
PP 1.0981 1.0981 1.0981 1.0980
S1 1.0957 1.0957 1.0971 1.0954
S2 1.0939 1.0939 1.0967
S3 1.0897 1.0915 1.0963
S4 1.0855 1.0873 1.0952
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1260 1.1206 1.1023
R3 1.1172 1.1118 1.0999
R2 1.1084 1.1084 1.0991
R1 1.1030 1.1030 1.0983 1.1013
PP 1.0996 1.0996 1.0996 1.0988
S1 1.0942 1.0942 1.0967 1.0925
S2 1.0908 1.0908 1.0959
S3 1.0820 1.0854 1.0951
S4 1.0732 1.0766 1.0927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1051 1.0963 0.0088 0.8% 0.0048 0.4% 14% False True 1
10 1.1051 1.0923 0.0128 1.2% 0.0051 0.5% 41% False False 2
20 1.1063 1.0816 0.0247 2.3% 0.0059 0.5% 64% False False 3
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1184
2.618 1.1115
1.618 1.1073
1.000 1.1047
0.618 1.1031
HIGH 1.1005
0.618 1.0989
0.500 1.0984
0.382 1.0979
LOW 1.0963
0.618 1.0937
1.000 1.0921
1.618 1.0895
2.618 1.0853
4.250 1.0785
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 1.0984 1.0990
PP 1.0981 1.0985
S1 1.0978 1.0980

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.