CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 1.0986 1.0975 -0.0011 -0.1% 1.0753
High 1.1002 1.1003 0.0001 0.0% 1.1013
Low 1.0979 1.0975 -0.0004 0.0% 1.0753
Close 1.1002 1.1003 0.0001 0.0% 1.0928
Range 0.0023 0.0028 0.0005 21.7% 0.0260
ATR 0.0040 0.0039 -0.0001 -2.1% 0.0000
Volume 4 53 49 1,225.0% 11
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1078 1.1068 1.1018
R3 1.1050 1.1040 1.1011
R2 1.1022 1.1022 1.1008
R1 1.1012 1.1012 1.1006 1.1017
PP 1.0994 1.0994 1.0994 1.0996
S1 1.0984 1.0984 1.1000 1.0989
S2 1.0966 1.0966 1.0998
S3 1.0938 1.0956 1.0995
S4 1.0910 1.0928 1.0988
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1678 1.1563 1.1071
R3 1.1418 1.1303 1.1000
R2 1.1158 1.1158 1.0976
R1 1.1043 1.1043 1.0952 1.1101
PP 1.0898 1.0898 1.0898 1.0927
S1 1.0783 1.0783 1.0904 1.0841
S2 1.0638 1.0638 1.0880
S3 1.0378 1.0523 1.0857
S4 1.0118 1.0263 1.0785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1003 1.0928 0.0075 0.7% 0.0010 0.1% 100% True False 13
10 1.1013 1.0741 0.0272 2.5% 0.0023 0.2% 96% False False 7
20 1.1013 1.0741 0.0272 2.5% 0.0013 0.1% 96% False False 4
40 1.1013 1.0581 0.0432 3.9% 0.0006 0.1% 98% False False 2
60 1.1013 1.0581 0.0432 3.9% 0.0004 0.0% 98% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1122
2.618 1.1076
1.618 1.1048
1.000 1.1031
0.618 1.1020
HIGH 1.1003
0.618 1.0992
0.500 1.0989
0.382 1.0986
LOW 1.0975
0.618 1.0958
1.000 1.0947
1.618 1.0930
2.618 1.0902
4.250 1.0856
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 1.0998 1.0998
PP 1.0994 1.0994
S1 1.0989 1.0989

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.