CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 1.0839 1.0870 0.0031 0.3% 1.0583
High 1.0839 1.0870 0.0031 0.3% 1.0779
Low 1.0839 1.0869 0.0030 0.3% 1.0581
Close 1.0839 1.0869 0.0030 0.3% 1.0718
Range 0.0000 0.0001 0.0001 0.0198
ATR 0.0074 0.0071 -0.0003 -4.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0872 1.0872 1.0870
R3 1.0871 1.0871 1.0869
R2 1.0870 1.0870 1.0869
R1 1.0870 1.0870 1.0869 1.0870
PP 1.0869 1.0869 1.0869 1.0869
S1 1.0869 1.0869 1.0869 1.0869
S2 1.0868 1.0868 1.0869
S3 1.0867 1.0868 1.0869
S4 1.0866 1.0867 1.0868
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.1287 1.1200 1.0827
R3 1.1089 1.1002 1.0772
R2 1.0891 1.0891 1.0754
R1 1.0804 1.0804 1.0736 1.0848
PP 1.0693 1.0693 1.0693 1.0714
S1 1.0606 1.0606 1.0700 1.0650
S2 1.0495 1.0495 1.0682
S3 1.0297 1.0408 1.0664
S4 1.0099 1.0210 1.0609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0870 1.0718 0.0152 1.4% 0.0000 0.0% 99% True False 1
10 1.0870 1.0444 0.0426 3.9% 0.0000 0.0% 100% True False 1
20 1.0870 1.0230 0.0640 5.9% 0.0000 0.0% 100% True False 1
40 1.0870 1.0230 0.0640 5.9% 0.0002 0.0% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.0874
2.618 1.0873
1.618 1.0872
1.000 1.0871
0.618 1.0871
HIGH 1.0870
0.618 1.0870
0.500 1.0870
0.382 1.0869
LOW 1.0869
0.618 1.0868
1.000 1.0868
1.618 1.0867
2.618 1.0866
4.250 1.0865
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 1.0870 1.0848
PP 1.0869 1.0828
S1 1.0869 1.0807

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.