CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 1.0645 1.0634 -0.0011 -0.1% 1.0903
High 1.0645 1.0634 -0.0011 -0.1% 1.0903
Low 1.0645 1.0634 -0.0011 -0.1% 1.0797
Close 1.0645 1.0634 -0.0011 -0.1% 1.0797
Range
ATR 0.0041 0.0038 -0.0002 -5.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.0634 1.0634 1.0634
R3 1.0634 1.0634 1.0634
R2 1.0634 1.0634 1.0634
R1 1.0634 1.0634 1.0634 1.0634
PP 1.0634 1.0634 1.0634 1.0634
S1 1.0634 1.0634 1.0634 1.0634
S2 1.0634 1.0634 1.0634
S3 1.0634 1.0634 1.0634
S4 1.0634 1.0634 1.0634
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.1150 1.1080 1.0855
R3 1.1044 1.0974 1.0826
R2 1.0938 1.0938 1.0816
R1 1.0868 1.0868 1.0807 1.0850
PP 1.0832 1.0832 1.0832 1.0824
S1 1.0762 1.0762 1.0787 1.0744
S2 1.0726 1.0726 1.0778
S3 1.0620 1.0656 1.0768
S4 1.0514 1.0550 1.0739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0822 1.0634 0.0188 1.8% 0.0000 0.0% 0% False True 1
10 1.0984 1.0634 0.0350 3.3% 0.0002 0.0% 0% False True 1
20 1.1081 1.0634 0.0447 4.2% 0.0001 0.0% 0% False True 1
40 1.1117 1.0634 0.0483 4.5% 0.0003 0.0% 0% False True 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0634
2.618 1.0634
1.618 1.0634
1.000 1.0634
0.618 1.0634
HIGH 1.0634
0.618 1.0634
0.500 1.0634
0.382 1.0634
LOW 1.0634
0.618 1.0634
1.000 1.0634
1.618 1.0634
2.618 1.0634
4.250 1.0634
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 1.0634 1.0685
PP 1.0634 1.0668
S1 1.0634 1.0651

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.