CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 1.0500 1.0389 -0.0111 -1.1% 1.0595
High 1.0500 1.0396 -0.0104 -1.0% 1.0600
Low 1.0391 1.0387 -0.0004 0.0% 1.0391
Close 1.0393 1.0396 0.0003 0.0% 1.0393
Range 0.0109 0.0009 -0.0100 -91.7% 0.0209
ATR 0.0073 0.0068 -0.0005 -6.3% 0.0000
Volume 4 4 0 0.0% 11
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0420 1.0417 1.0401
R3 1.0411 1.0408 1.0398
R2 1.0402 1.0402 1.0398
R1 1.0399 1.0399 1.0397 1.0401
PP 1.0393 1.0393 1.0393 1.0394
S1 1.0390 1.0390 1.0395 1.0392
S2 1.0384 1.0384 1.0394
S3 1.0375 1.0381 1.0394
S4 1.0366 1.0372 1.0391
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1088 1.0950 1.0508
R3 1.0879 1.0741 1.0450
R2 1.0670 1.0670 1.0431
R1 1.0532 1.0532 1.0412 1.0497
PP 1.0461 1.0461 1.0461 1.0444
S1 1.0323 1.0323 1.0374 1.0288
S2 1.0252 1.0252 1.0355
S3 1.0043 1.0114 1.0336
S4 0.9834 0.9905 1.0278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0600 1.0387 0.0213 2.0% 0.0039 0.4% 4% False True 3
10 1.0750 1.0387 0.0363 3.5% 0.0030 0.3% 2% False True 3
20 1.0963 1.0387 0.0576 5.5% 0.0033 0.3% 2% False True 4
40 1.0963 1.0230 0.0733 7.1% 0.0018 0.2% 23% False False 2
60 1.0963 1.0230 0.0733 7.1% 0.0012 0.1% 23% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0434
2.618 1.0420
1.618 1.0411
1.000 1.0405
0.618 1.0402
HIGH 1.0396
0.618 1.0393
0.500 1.0392
0.382 1.0390
LOW 1.0387
0.618 1.0381
1.000 1.0378
1.618 1.0372
2.618 1.0363
4.250 1.0349
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 1.0395 1.0486
PP 1.0393 1.0456
S1 1.0392 1.0426

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.