CME Swiss Franc Future June 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 1.1056 1.1022 -0.0034 -0.3% 1.1061
High 1.1056 1.1081 0.0025 0.2% 1.1116
Low 1.1016 1.1022 0.0006 0.1% 1.0975
Close 1.1016 1.1066 0.0050 0.5% 1.1084
Range 0.0040 0.0059 0.0019 47.5% 0.0141
ATR 0.0060 0.0060 0.0000 0.7% 0.0000
Volume 58 21 -37 -63.8% 143
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1233 1.1209 1.1098
R3 1.1174 1.1150 1.1082
R2 1.1115 1.1115 1.1077
R1 1.1091 1.1091 1.1071 1.1103
PP 1.1056 1.1056 1.1056 1.1063
S1 1.1032 1.1032 1.1061 1.1044
S2 1.0997 1.0997 1.1055
S3 1.0938 1.0973 1.1050
S4 1.0879 1.0914 1.1034
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.1481 1.1424 1.1162
R3 1.1340 1.1283 1.1123
R2 1.1199 1.1199 1.1110
R1 1.1142 1.1142 1.1097 1.1171
PP 1.1058 1.1058 1.1058 1.1073
S1 1.1001 1.1001 1.1071 1.1030
S2 1.0917 1.0917 1.1058
S3 1.0776 1.0860 1.1045
S4 1.0635 1.0719 1.1006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1133 1.1016 0.0117 1.1% 0.0055 0.5% 43% False False 46
10 1.1133 1.0975 0.0158 1.4% 0.0055 0.5% 58% False False 44
20 1.1316 1.0975 0.0341 3.1% 0.0053 0.5% 27% False False 28
40 1.1323 1.0912 0.0411 3.7% 0.0027 0.2% 37% False False 14
60 1.1323 1.0862 0.0461 4.2% 0.0019 0.2% 44% False False 10
80 1.1323 1.0862 0.0461 4.2% 0.0014 0.1% 44% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1332
2.618 1.1235
1.618 1.1176
1.000 1.1140
0.618 1.1117
HIGH 1.1081
0.618 1.1058
0.500 1.1052
0.382 1.1045
LOW 1.1022
0.618 1.0986
1.000 1.0963
1.618 1.0927
2.618 1.0868
4.250 1.0771
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 1.1061 1.1067
PP 1.1056 1.1067
S1 1.1052 1.1066

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.