CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 1.0755 1.0838 0.0083 0.8% 1.0809
High 1.0758 1.0838 0.0080 0.7% 1.0809
Low 1.0755 1.0838 0.0083 0.8% 1.0696
Close 1.0774 1.0838 0.0064 0.6% 1.0774
Range 0.0003 0.0000 -0.0003 -100.0% 0.0113
ATR 0.0057 0.0058 0.0000 0.9% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0838 1.0838 1.0838
R3 1.0838 1.0838 1.0838
R2 1.0838 1.0838 1.0838
R1 1.0838 1.0838 1.0838 1.0838
PP 1.0838 1.0838 1.0838 1.0838
S1 1.0838 1.0838 1.0838 1.0838
S2 1.0838 1.0838 1.0838
S3 1.0838 1.0838 1.0838
S4 1.0838 1.0838 1.0838
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1099 1.1049 1.0836
R3 1.0986 1.0936 1.0805
R2 1.0873 1.0873 1.0795
R1 1.0823 1.0823 1.0784 1.0792
PP 1.0760 1.0760 1.0760 1.0744
S1 1.0710 1.0710 1.0764 1.0679
S2 1.0647 1.0647 1.0753
S3 1.0534 1.0597 1.0743
S4 1.0421 1.0484 1.0712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0838 1.0696 0.0142 1.3% 0.0005 0.0% 100% True False 3
10 1.0884 1.0696 0.0188 1.7% 0.0002 0.0% 76% False False 2
20 1.0884 1.0328 0.0556 5.1% 0.0008 0.1% 92% False False 2
40 1.0884 1.0291 0.0593 5.5% 0.0004 0.0% 92% False False 1
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0838
2.618 1.0838
1.618 1.0838
1.000 1.0838
0.618 1.0838
HIGH 1.0838
0.618 1.0838
0.500 1.0838
0.382 1.0838
LOW 1.0838
0.618 1.0838
1.000 1.0838
1.618 1.0838
2.618 1.0838
4.250 1.0838
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 1.0838 1.0823
PP 1.0838 1.0807
S1 1.0838 1.0792

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.