CME Swiss Franc Future December 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 1.1167 1.1195 0.0028 0.3% 1.1200
High 1.1185 1.1195 0.0010 0.1% 1.1200
Low 1.1153 1.1176 0.0023 0.2% 1.1158
Close 1.1153 1.1176 0.0023 0.2% 1.1199
Range 0.0032 0.0019 -0.0013 -40.6% 0.0042
ATR 0.0024 0.0025 0.0001 5.5% 0.0000
Volume 20 10 -10 -50.0% 4
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.1239 1.1227 1.1186
R3 1.1220 1.1208 1.1181
R2 1.1201 1.1201 1.1179
R1 1.1189 1.1189 1.1178 1.1186
PP 1.1182 1.1182 1.1182 1.1181
S1 1.1170 1.1170 1.1174 1.1167
S2 1.1163 1.1163 1.1173
S3 1.1144 1.1151 1.1171
S4 1.1125 1.1132 1.1166
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.1312 1.1297 1.1222
R3 1.1270 1.1255 1.1211
R2 1.1228 1.1228 1.1207
R1 1.1213 1.1213 1.1203 1.1200
PP 1.1186 1.1186 1.1186 1.1179
S1 1.1171 1.1171 1.1195 1.1158
S2 1.1144 1.1144 1.1191
S3 1.1102 1.1129 1.1187
S4 1.1060 1.1087 1.1176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1199 1.1153 0.0046 0.4% 0.0018 0.2% 50% False False 6
10 1.1231 1.1153 0.0078 0.7% 0.0012 0.1% 29% False False 3
20 1.1468 1.1153 0.0315 2.8% 0.0006 0.1% 7% False False 3
40 1.1468 1.1153 0.0315 2.8% 0.0004 0.0% 7% False False 3
60 1.1491 1.1153 0.0338 3.0% 0.0003 0.0% 7% False False 31
80 1.1491 1.1130 0.0361 3.2% 0.0003 0.0% 13% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1276
2.618 1.1245
1.618 1.1226
1.000 1.1214
0.618 1.1207
HIGH 1.1195
0.618 1.1188
0.500 1.1186
0.382 1.1183
LOW 1.1176
0.618 1.1164
1.000 1.1157
1.618 1.1145
2.618 1.1126
4.250 1.1095
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 1.1186 1.1176
PP 1.1182 1.1176
S1 1.1179 1.1176

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.