CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 1.0500 1.0416 -0.0084 -0.8% 1.0396
High 1.0563 1.0416 -0.0147 -1.4% 1.0563
Low 1.0377 1.0340 -0.0037 -0.4% 1.0318
Close 1.0444 1.0369 -0.0075 -0.7% 1.0444
Range 0.0186 0.0076 -0.0110 -59.1% 0.0245
ATR 0.0087 0.0088 0.0001 1.4% 0.0000
Volume 10 6 -4 -40.0% 54
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.0603 1.0562 1.0411
R3 1.0527 1.0486 1.0390
R2 1.0451 1.0451 1.0383
R1 1.0410 1.0410 1.0376 1.0393
PP 1.0375 1.0375 1.0375 1.0366
S1 1.0334 1.0334 1.0362 1.0317
S2 1.0299 1.0299 1.0355
S3 1.0223 1.0258 1.0348
S4 1.0147 1.0182 1.0327
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1177 1.1055 1.0579
R3 1.0932 1.0810 1.0511
R2 1.0687 1.0687 1.0489
R1 1.0565 1.0565 1.0466 1.0626
PP 1.0442 1.0442 1.0442 1.0472
S1 1.0320 1.0320 1.0422 1.0381
S2 1.0197 1.0197 1.0399
S3 0.9952 1.0075 1.0377
S4 0.9707 0.9830 1.0309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0563 1.0318 0.0245 2.4% 0.0117 1.1% 21% False False 12
10 1.0563 1.0250 0.0313 3.0% 0.0076 0.7% 38% False False 6
20 1.0820 1.0250 0.0570 5.5% 0.0056 0.5% 21% False False 3
40 1.0820 1.0193 0.0627 6.0% 0.0040 0.4% 28% False False 1
60 1.0930 1.0193 0.0737 7.1% 0.0029 0.3% 24% False False 1
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 False
Bull Hook False
Stretch 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0739
2.618 1.0615
1.618 1.0539
1.000 1.0492
0.618 1.0463
HIGH 1.0416
0.618 1.0387
0.500 1.0378
0.382 1.0369
LOW 1.0340
0.618 1.0293
1.000 1.0264
1.618 1.0217
2.618 1.0141
4.250 1.0017
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 1.0378 1.0452
PP 1.0375 1.0424
S1 1.0372 1.0397

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.