CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 1.1100 1.1168 0.0068 0.6% 1.0986
High 1.1100 1.1184 0.0084 0.8% 1.1056
Low 1.1100 1.1168 0.0068 0.6% 1.0986
Close 1.1100 1.1184 0.0084 0.8% 1.1048
Range 0.0000 0.0016 0.0016 0.0070
ATR 0.0040 0.0043 0.0003 7.9% 0.0000
Volume 2 2 0 0.0% 4
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.1227 1.1221 1.1193
R3 1.1211 1.1205 1.1188
R2 1.1195 1.1195 1.1187
R1 1.1189 1.1189 1.1185 1.1192
PP 1.1179 1.1179 1.1179 1.1180
S1 1.1173 1.1173 1.1183 1.1176
S2 1.1163 1.1163 1.1181
S3 1.1147 1.1157 1.1180
S4 1.1131 1.1141 1.1175
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.1240 1.1214 1.1087
R3 1.1170 1.1144 1.1067
R2 1.1100 1.1100 1.1061
R1 1.1074 1.1074 1.1054 1.1087
PP 1.1030 1.1030 1.1030 1.1037
S1 1.1004 1.1004 1.1042 1.1017
S2 1.0960 1.0960 1.1035
S3 1.0890 1.0934 1.1029
S4 1.0820 1.0864 1.1010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1184 1.1027 0.0157 1.4% 0.0005 0.0% 100% True False 1
10 1.1184 1.0949 0.0235 2.1% 0.0003 0.0% 100% True False 1
20 1.1184 1.0862 0.0322 2.9% 0.0004 0.0% 100% True False 1
40 1.1237 1.0862 0.0375 3.4% 0.0002 0.0% 86% False False 1
60 1.1237 1.0779 0.0458 4.1% 0.0001 0.0% 88% False 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 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1252
2.618 1.1226
1.618 1.1210
1.000 1.1200
0.618 1.1194
HIGH 1.1184
0.618 1.1178
0.500 1.1176
0.382 1.1174
LOW 1.1168
0.618 1.1158
1.000 1.1152
1.618 1.1142
2.618 1.1126
4.250 1.1100
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 1.1181 1.1166
PP 1.1179 1.1148
S1 1.1176 1.1130

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.