CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 1.0566 1.0611 0.0045 0.4% 1.0340
High 1.0566 1.0611 0.0045 0.4% 1.0611
Low 1.0566 1.0611 0.0045 0.4% 1.0340
Close 1.0566 1.0611 0.0045 0.4% 1.0611
Range
ATR 0.0056 0.0055 -0.0001 -1.4% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0611 1.0611 1.0611
R3 1.0611 1.0611 1.0611
R2 1.0611 1.0611 1.0611
R1 1.0611 1.0611 1.0611 1.0611
PP 1.0611 1.0611 1.0611 1.0611
S1 1.0611 1.0611 1.0611 1.0611
S2 1.0611 1.0611 1.0611
S3 1.0611 1.0611 1.0611
S4 1.0611 1.0611 1.0611
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1334 1.1243 1.0760
R3 1.1063 1.0972 1.0686
R2 1.0792 1.0792 1.0661
R1 1.0701 1.0701 1.0636 1.0747
PP 1.0521 1.0521 1.0521 1.0543
S1 1.0430 1.0430 1.0586 1.0476
S2 1.0250 1.0250 1.0561
S3 0.9979 1.0159 1.0536
S4 0.9708 0.9888 1.0462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0611 1.0340 0.0271 2.6% 0.0000 0.0% 100% True False 5
10 1.0611 1.0303 0.0308 2.9% 0.0000 0.0% 100% True False 5
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0611
2.618 1.0611
1.618 1.0611
1.000 1.0611
0.618 1.0611
HIGH 1.0611
0.618 1.0611
0.500 1.0611
0.382 1.0611
LOW 1.0611
0.618 1.0611
1.000 1.0611
1.618 1.0611
2.618 1.0611
4.250 1.0611
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 1.0611 1.0587
PP 1.0611 1.0563
S1 1.0611 1.0540

These figures are updated between 7pm and 10pm EST after a trading day.

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