CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 0.9879 0.9894 0.0015 0.2% 0.9980
High 0.9909 0.9903 -0.0006 -0.1% 1.0010
Low 0.9871 0.9805 -0.0066 -0.7% 0.9842
Close 0.9909 0.9843 -0.0066 -0.7% 0.9873
Range 0.0038 0.0098 0.0060 157.9% 0.0168
ATR 0.0073 0.0075 0.0002 3.1% 0.0000
Volume 170 531 361 212.4% 908
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0144 1.0092 0.9897
R3 1.0046 0.9994 0.9870
R2 0.9948 0.9948 0.9861
R1 0.9896 0.9896 0.9852 0.9873
PP 0.9850 0.9850 0.9850 0.9839
S1 0.9798 0.9798 0.9834 0.9775
S2 0.9752 0.9752 0.9825
S3 0.9654 0.9700 0.9816
S4 0.9556 0.9602 0.9789
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0412 1.0311 0.9965
R3 1.0244 1.0143 0.9919
R2 1.0076 1.0076 0.9904
R1 0.9975 0.9975 0.9888 0.9942
PP 0.9908 0.9908 0.9908 0.9892
S1 0.9807 0.9807 0.9858 0.9774
S2 0.9740 0.9740 0.9842
S3 0.9572 0.9639 0.9827
S4 0.9404 0.9471 0.9781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9933 0.9805 0.0128 1.3% 0.0061 0.6% 30% False True 220
10 1.0063 0.9805 0.0258 2.6% 0.0071 0.7% 15% False True 198
20 1.0216 0.9805 0.0411 4.2% 0.0069 0.7% 9% False True 159
40 1.0607 0.9805 0.0802 8.1% 0.0081 0.8% 5% False True 91
60 1.0607 0.9805 0.0802 8.1% 0.0078 0.8% 5% False True 62
80 1.0820 0.9805 0.1015 10.3% 0.0063 0.6% 4% False True 46
100 1.0820 0.9805 0.1015 10.3% 0.0054 0.5% 4% False True 37
120 1.1036 0.9805 0.1231 12.5% 0.0045 0.5% 3% False True 31
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 0.0014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0320
2.618 1.0160
1.618 1.0062
1.000 1.0001
0.618 0.9964
HIGH 0.9903
0.618 0.9866
0.500 0.9854
0.382 0.9842
LOW 0.9805
0.618 0.9744
1.000 0.9707
1.618 0.9646
2.618 0.9548
4.250 0.9388
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 0.9854 0.9857
PP 0.9850 0.9852
S1 0.9847 0.9848

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.