CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 1.0130 1.0124 -0.0006 -0.1% 1.0296
High 1.0165 1.0127 -0.0038 -0.4% 1.0305
Low 1.0101 1.0072 -0.0029 -0.3% 1.0097
Close 1.0109 1.0101 -0.0008 -0.1% 1.0170
Range 0.0064 0.0055 -0.0009 -14.1% 0.0208
ATR 0.0085 0.0083 -0.0002 -2.5% 0.0000
Volume 62 76 14 22.6% 198
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0265 1.0238 1.0131
R3 1.0210 1.0183 1.0116
R2 1.0155 1.0155 1.0111
R1 1.0128 1.0128 1.0106 1.0114
PP 1.0100 1.0100 1.0100 1.0093
S1 1.0073 1.0073 1.0096 1.0059
S2 1.0045 1.0045 1.0091
S3 0.9990 1.0018 1.0086
S4 0.9935 0.9963 1.0071
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.0815 1.0700 1.0284
R3 1.0607 1.0492 1.0227
R2 1.0399 1.0399 1.0208
R1 1.0284 1.0284 1.0189 1.0238
PP 1.0191 1.0191 1.0191 1.0167
S1 1.0076 1.0076 1.0151 1.0030
S2 0.9983 0.9983 1.0132
S3 0.9775 0.9868 1.0113
S4 0.9567 0.9660 1.0056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0216 1.0072 0.0144 1.4% 0.0064 0.6% 20% False True 45
10 1.0350 1.0072 0.0278 2.8% 0.0076 0.8% 10% False True 45
20 1.0607 1.0072 0.0535 5.3% 0.0081 0.8% 5% False True 31
40 1.0607 1.0072 0.0535 5.3% 0.0084 0.8% 5% False True 20
60 1.0820 1.0072 0.0748 7.4% 0.0065 0.6% 4% False True 14
80 1.0820 1.0072 0.0748 7.4% 0.0054 0.5% 4% False True 10
100 1.1036 1.0072 0.0964 9.5% 0.0044 0.4% 3% False True 8
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 False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0361
2.618 1.0271
1.618 1.0216
1.000 1.0182
0.618 1.0161
HIGH 1.0127
0.618 1.0106
0.500 1.0100
0.382 1.0093
LOW 1.0072
0.618 1.0038
1.000 1.0017
1.618 0.9983
2.618 0.9928
4.250 0.9838
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 1.0101 1.0140
PP 1.0100 1.0127
S1 1.0100 1.0114

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.