CME Swiss Franc Future September 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 1.1375 1.1468 0.0093 0.8% 1.1206
High 1.1491 1.1564 0.0073 0.6% 1.1418
Low 1.1360 1.1468 0.0108 1.0% 1.1205
Close 1.1469 1.1554 0.0085 0.7% 1.1410
Range 0.0131 0.0096 -0.0035 -26.7% 0.0213
ATR 0.0109 0.0108 -0.0001 -0.9% 0.0000
Volume 442 485 43 9.7% 573
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 1.1817 1.1781 1.1607
R3 1.1721 1.1685 1.1580
R2 1.1625 1.1625 1.1572
R1 1.1589 1.1589 1.1563 1.1607
PP 1.1529 1.1529 1.1529 1.1538
S1 1.1493 1.1493 1.1545 1.1511
S2 1.1433 1.1433 1.1536
S3 1.1337 1.1397 1.1528
S4 1.1241 1.1301 1.1501
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.1983 1.1910 1.1527
R3 1.1770 1.1697 1.1469
R2 1.1557 1.1557 1.1449
R1 1.1484 1.1484 1.1430 1.1521
PP 1.1344 1.1344 1.1344 1.1363
S1 1.1271 1.1271 1.1390 1.1308
S2 1.1131 1.1131 1.1371
S3 1.0918 1.1058 1.1351
S4 1.0705 1.0845 1.1293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1564 1.1253 0.0311 2.7% 0.0113 1.0% 97% True False 287
10 1.1564 1.1195 0.0369 3.2% 0.0117 1.0% 97% True False 196
20 1.1700 1.1195 0.0505 4.4% 0.0112 1.0% 71% False False 149
40 1.1700 1.0725 0.0975 8.4% 0.0090 0.8% 85% False False 90
60 1.1700 1.0696 0.1004 8.7% 0.0072 0.6% 85% False False 63
80 1.1700 1.0291 0.1409 12.2% 0.0056 0.5% 90% False False 48
Crabel Price Patterns
NR True
NR4 True
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1972
2.618 1.1815
1.618 1.1719
1.000 1.1660
0.618 1.1623
HIGH 1.1564
0.618 1.1527
0.500 1.1516
0.382 1.1505
LOW 1.1468
0.618 1.1409
1.000 1.1372
1.618 1.1313
2.618 1.1217
4.250 1.1060
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 1.1541 1.1506
PP 1.1529 1.1457
S1 1.1516 1.1409

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 / Trading Indicators / 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 / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.