CME Swiss Franc Future June 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 1.0984 1.0976 -0.0008 -0.1% 1.0969
High 1.0984 1.0976 -0.0008 -0.1% 1.1016
Low 1.0984 1.0967 -0.0017 -0.2% 1.0969
Close 1.0984 1.0967 -0.0017 -0.2% 1.0984
Range 0.0000 0.0009 0.0009 0.0047
ATR 0.0035 0.0033 -0.0001 -3.6% 0.0000
Volume 1 1 0 0.0% 19
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0997 1.0991 1.0972
R3 1.0988 1.0982 1.0969
R2 1.0979 1.0979 1.0969
R1 1.0973 1.0973 1.0968 1.0972
PP 1.0970 1.0970 1.0970 1.0969
S1 1.0964 1.0964 1.0966 1.0963
S2 1.0961 1.0961 1.0965
S3 1.0952 1.0955 1.0965
S4 1.0943 1.0946 1.0962
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1131 1.1104 1.1010
R3 1.1084 1.1057 1.0997
R2 1.1037 1.1037 1.0993
R1 1.1010 1.1010 1.0988 1.1024
PP 1.0990 1.0990 1.0990 1.0996
S1 1.0963 1.0963 1.0980 1.0977
S2 1.0943 1.0943 1.0975
S3 1.0896 1.0916 1.0971
S4 1.0849 1.0869 1.0958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1016 1.0967 0.0049 0.4% 0.0008 0.1% 0% False True 4
10 1.1016 1.0931 0.0085 0.8% 0.0013 0.1% 42% False False 8
20 1.1016 1.0741 0.0275 2.5% 0.0015 0.1% 82% False False 5
40 1.1016 1.0581 0.0435 4.0% 0.0008 0.1% 89% False False 3
60 1.1016 1.0581 0.0435 4.0% 0.0005 0.0% 89% False False 2
80 1.1016 1.0581 0.0435 4.0% 0.0004 0.0% 89% False False 2
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1014
2.618 1.1000
1.618 1.0991
1.000 1.0985
0.618 1.0982
HIGH 1.0976
0.618 1.0973
0.500 1.0972
0.382 1.0970
LOW 1.0967
0.618 1.0961
1.000 1.0958
1.618 1.0952
2.618 1.0943
4.250 1.0929
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 1.0972 1.0992
PP 1.0970 1.0983
S1 1.0969 1.0975

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.