CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1.0793 1.0787 -0.0006 -0.1% 1.0560
High 1.0793 1.0787 -0.0006 -0.1% 1.0800
Low 1.0793 1.0787 -0.0006 -0.1% 1.0560
Close 1.0793 1.0787 -0.0006 -0.1% 1.0793
Range
ATR 0.0064 0.0060 -0.0004 -6.5% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0787 1.0787 1.0787
R3 1.0787 1.0787 1.0787
R2 1.0787 1.0787 1.0787
R1 1.0787 1.0787 1.0787 1.0787
PP 1.0787 1.0787 1.0787 1.0787
S1 1.0787 1.0787 1.0787 1.0787
S2 1.0787 1.0787 1.0787
S3 1.0787 1.0787 1.0787
S4 1.0787 1.0787 1.0787
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1438 1.1355 1.0925
R3 1.1198 1.1115 1.0859
R2 1.0958 1.0958 1.0837
R1 1.0875 1.0875 1.0815 1.0917
PP 1.0718 1.0718 1.0718 1.0738
S1 1.0635 1.0635 1.0771 1.0677
S2 1.0478 1.0478 1.0749
S3 1.0238 1.0395 1.0727
S4 0.9998 1.0155 1.0661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0800 1.0560 0.0240 2.2% 0.0028 0.3% 95% False False 2
10 1.0800 1.0328 0.0472 4.4% 0.0014 0.1% 97% False False 1
20 1.0800 1.0291 0.0509 4.7% 0.0007 0.1% 97% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0787
2.618 1.0787
1.618 1.0787
1.000 1.0787
0.618 1.0787
HIGH 1.0787
0.618 1.0787
0.500 1.0787
0.382 1.0787
LOW 1.0787
0.618 1.0787
1.000 1.0787
1.618 1.0787
2.618 1.0787
4.250 1.0787
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.0787 1.0794
PP 1.0787 1.0791
S1 1.0787 1.0789

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.