CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 1.1170 1.1135 -0.0035 -0.3% 1.1092
High 1.1170 1.1135 -0.0035 -0.3% 1.1260
Low 1.1110 1.1048 -0.0062 -0.6% 1.1092
Close 1.1125 1.1056 -0.0069 -0.6% 1.1216
Range 0.0060 0.0087 0.0027 45.0% 0.0168
ATR 0.0056 0.0058 0.0002 3.9% 0.0000
Volume 32 4 -28 -87.5% 240
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1341 1.1285 1.1104
R3 1.1254 1.1198 1.1080
R2 1.1167 1.1167 1.1072
R1 1.1111 1.1111 1.1064 1.1096
PP 1.1080 1.1080 1.1080 1.1072
S1 1.1024 1.1024 1.1048 1.1009
S2 1.0993 1.0993 1.1040
S3 1.0906 1.0937 1.1032
S4 1.0819 1.0850 1.1008
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.1693 1.1623 1.1308
R3 1.1525 1.1455 1.1262
R2 1.1357 1.1357 1.1247
R1 1.1287 1.1287 1.1231 1.1322
PP 1.1189 1.1189 1.1189 1.1207
S1 1.1119 1.1119 1.1201 1.1154
S2 1.1021 1.1021 1.1185
S3 1.0853 1.0951 1.1170
S4 1.0685 1.0783 1.1124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1240 1.1048 0.0192 1.7% 0.0061 0.6% 4% False True 24
10 1.1260 1.1048 0.0212 1.9% 0.0056 0.5% 4% False True 36
20 1.1260 1.0917 0.0343 3.1% 0.0052 0.5% 41% False False 31
40 1.1260 1.0682 0.0578 5.2% 0.0036 0.3% 65% False False 19
60 1.1260 1.0602 0.0658 6.0% 0.0025 0.2% 69% False False 13
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 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1505
2.618 1.1363
1.618 1.1276
1.000 1.1222
0.618 1.1189
HIGH 1.1135
0.618 1.1102
0.500 1.1092
0.382 1.1081
LOW 1.1048
0.618 1.0994
1.000 1.0961
1.618 1.0907
2.618 1.0820
4.250 1.0678
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 1.1092 1.1116
PP 1.1080 1.1096
S1 1.1068 1.1076

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.