CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 0.9780 0.9801 0.0021 0.2% 0.9865
High 0.9813 0.9880 0.0067 0.7% 0.9909
Low 0.9768 0.9762 -0.0006 -0.1% 0.9751
Close 0.9793 0.9872 0.0079 0.8% 0.9774
Range 0.0045 0.0118 0.0073 162.2% 0.0158
ATR 0.0072 0.0076 0.0003 4.5% 0.0000
Volume 1,487 4,162 2,675 179.9% 937
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0192 1.0150 0.9937
R3 1.0074 1.0032 0.9904
R2 0.9956 0.9956 0.9894
R1 0.9914 0.9914 0.9883 0.9935
PP 0.9838 0.9838 0.9838 0.9849
S1 0.9796 0.9796 0.9861 0.9817
S2 0.9720 0.9720 0.9850
S3 0.9602 0.9678 0.9840
S4 0.9484 0.9560 0.9807
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0285 1.0188 0.9861
R3 1.0127 1.0030 0.9817
R2 0.9969 0.9969 0.9803
R1 0.9872 0.9872 0.9788 0.9842
PP 0.9811 0.9811 0.9811 0.9796
S1 0.9714 0.9714 0.9760 0.9684
S2 0.9653 0.9653 0.9745
S3 0.9495 0.9556 0.9731
S4 0.9337 0.9398 0.9687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9903 0.9750 0.0153 1.5% 0.0080 0.8% 80% False False 1,583
10 0.9933 0.9750 0.0183 1.9% 0.0069 0.7% 67% False False 876
20 1.0165 0.9750 0.0415 4.2% 0.0071 0.7% 29% False False 521
40 1.0607 0.9750 0.0857 8.7% 0.0078 0.8% 14% False False 273
60 1.0607 0.9750 0.0857 8.7% 0.0080 0.8% 14% False False 185
80 1.0820 0.9750 0.1070 10.8% 0.0066 0.7% 11% False False 139
100 1.0820 0.9750 0.1070 10.8% 0.0057 0.6% 11% False False 111
120 1.1036 0.9750 0.1286 13.0% 0.0048 0.5% 9% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0382
2.618 1.0189
1.618 1.0071
1.000 0.9998
0.618 0.9953
HIGH 0.9880
0.618 0.9835
0.500 0.9821
0.382 0.9807
LOW 0.9762
0.618 0.9689
1.000 0.9644
1.618 0.9571
2.618 0.9453
4.250 0.9261
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 0.9855 0.9853
PP 0.9838 0.9834
S1 0.9821 0.9815

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.