CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1.0834 1.0797 -0.0037 -0.3% 1.0736
High 1.0834 1.0797 -0.0037 -0.3% 1.0874
Low 1.0834 1.0797 -0.0037 -0.3% 1.0736
Close 1.0834 1.0797 -0.0037 -0.3% 1.0797
Range
ATR 0.0046 0.0045 -0.0001 -1.3% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0797 1.0797 1.0797
R3 1.0797 1.0797 1.0797
R2 1.0797 1.0797 1.0797
R1 1.0797 1.0797 1.0797 1.0797
PP 1.0797 1.0797 1.0797 1.0797
S1 1.0797 1.0797 1.0797 1.0797
S2 1.0797 1.0797 1.0797
S3 1.0797 1.0797 1.0797
S4 1.0797 1.0797 1.0797
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.1216 1.1145 1.0873
R3 1.1078 1.1007 1.0835
R2 1.0940 1.0940 1.0822
R1 1.0869 1.0869 1.0810 1.0905
PP 1.0802 1.0802 1.0802 1.0820
S1 1.0731 1.0731 1.0784 1.0767
S2 1.0664 1.0664 1.0772
S3 1.0526 1.0593 1.0759
S4 1.0388 1.0455 1.0721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0874 1.0736 0.0138 1.3% 0.0001 0.0% 44% False False 2
10 1.0874 1.0647 0.0227 2.1% 0.0009 0.1% 66% False False 5
20 1.0874 1.0647 0.0227 2.1% 0.0014 0.1% 66% False False 5
40 1.0874 1.0463 0.0411 3.8% 0.0013 0.1% 81% False False 4
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 1.0797
2.618 1.0797
1.618 1.0797
1.000 1.0797
0.618 1.0797
HIGH 1.0797
0.618 1.0797
0.500 1.0797
0.382 1.0797
LOW 1.0797
0.618 1.0797
1.000 1.0797
1.618 1.0797
2.618 1.0797
4.250 1.0797
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1.0797 1.0836
PP 1.0797 1.0823
S1 1.0797 1.0810

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.