CME Swiss Franc Future March 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 1.0936 1.0962 0.0026 0.2% 1.0850
High 1.0973 1.0992 0.0019 0.2% 1.0965
Low 1.0936 1.0962 0.0026 0.2% 1.0850
Close 1.0956 1.0982 0.0026 0.2% 1.0938
Range 0.0037 0.0030 -0.0007 -18.9% 0.0115
ATR 0.0061 0.0059 -0.0002 -2.9% 0.0000
Volume 40 86 46 115.0% 166
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1069 1.1055 1.0999
R3 1.1039 1.1025 1.0990
R2 1.1009 1.1009 1.0988
R1 1.0995 1.0995 1.0985 1.1002
PP 1.0979 1.0979 1.0979 1.0982
S1 1.0965 1.0965 1.0979 1.0972
S2 1.0949 1.0949 1.0977
S3 1.0919 1.0935 1.0974
S4 1.0889 1.0905 1.0966
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1263 1.1215 1.1001
R3 1.1148 1.1100 1.0970
R2 1.1033 1.1033 1.0959
R1 1.0985 1.0985 1.0949 1.1009
PP 1.0918 1.0918 1.0918 1.0930
S1 1.0870 1.0870 1.0927 1.0894
S2 1.0803 1.0803 1.0917
S3 1.0688 1.0755 1.0906
S4 1.0573 1.0640 1.0875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0992 1.0892 0.0100 0.9% 0.0050 0.5% 90% True False 43
10 1.0998 1.0829 0.0169 1.5% 0.0061 0.6% 91% False False 42
20 1.1260 1.0829 0.0431 3.9% 0.0058 0.5% 35% False False 36
40 1.1260 1.0829 0.0431 3.9% 0.0050 0.5% 35% False False 29
60 1.1260 1.0602 0.0658 6.0% 0.0036 0.3% 58% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0005
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1120
2.618 1.1071
1.618 1.1041
1.000 1.1022
0.618 1.1011
HIGH 1.0992
0.618 1.0981
0.500 1.0977
0.382 1.0973
LOW 1.0962
0.618 1.0943
1.000 1.0932
1.618 1.0913
2.618 1.0883
4.250 1.0835
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 1.0980 1.0969
PP 1.0979 1.0955
S1 1.0977 1.0942

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.