CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 1.0481 1.0464 -0.0017 -0.2% 1.0334
High 1.0481 1.0464 -0.0017 -0.2% 1.0514
Low 1.0481 1.0464 -0.0017 -0.2% 1.0334
Close 1.0481 1.0464 -0.0017 -0.2% 1.0477
Range
ATR 0.0041 0.0039 -0.0002 -4.2% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0464 1.0464 1.0464
R3 1.0464 1.0464 1.0464
R2 1.0464 1.0464 1.0464
R1 1.0464 1.0464 1.0464 1.0464
PP 1.0464 1.0464 1.0464 1.0464
S1 1.0464 1.0464 1.0464 1.0464
S2 1.0464 1.0464 1.0464
S3 1.0464 1.0464 1.0464
S4 1.0464 1.0464 1.0464
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0982 1.0909 1.0576
R3 1.0802 1.0729 1.0527
R2 1.0622 1.0622 1.0510
R1 1.0549 1.0549 1.0494 1.0586
PP 1.0442 1.0442 1.0442 1.0460
S1 1.0369 1.0369 1.0461 1.0406
S2 1.0262 1.0262 1.0444
S3 1.0082 1.0189 1.0428
S4 0.9902 1.0009 1.0378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0512 1.0463 0.0049 0.5% 0.0000 0.0% 2% False False 2
10 1.0514 1.0316 0.0198 1.9% 0.0000 0.0% 75% False False 2
20 1.0514 1.0288 0.0226 2.2% 0.0000 0.0% 78% False False 2
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 1.0464
2.618 1.0464
1.618 1.0464
1.000 1.0464
0.618 1.0464
HIGH 1.0464
0.618 1.0464
0.500 1.0464
0.382 1.0464
LOW 1.0464
0.618 1.0464
1.000 1.0464
1.618 1.0464
2.618 1.0464
4.250 1.0464
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 1.0464 1.0488
PP 1.0464 1.0480
S1 1.0464 1.0472

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.