CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 1.0777 1.0851 0.0074 0.7% 1.0694
High 1.0777 1.0851 0.0074 0.7% 1.0847
Low 1.0777 1.0851 0.0074 0.7% 1.0694
Close 1.0777 1.0851 0.0074 0.7% 1.0800
Range
ATR 0.0052 0.0054 0.0002 3.0% 0.0000
Volume 5 5 0 0.0% 20
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0851 1.0851 1.0851
R3 1.0851 1.0851 1.0851
R2 1.0851 1.0851 1.0851
R1 1.0851 1.0851 1.0851 1.0851
PP 1.0851 1.0851 1.0851 1.0851
S1 1.0851 1.0851 1.0851 1.0851
S2 1.0851 1.0851 1.0851
S3 1.0851 1.0851 1.0851
S4 1.0851 1.0851 1.0851
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1239 1.1173 1.0884
R3 1.1086 1.1020 1.0842
R2 1.0933 1.0933 1.0828
R1 1.0867 1.0867 1.0814 1.0900
PP 1.0780 1.0780 1.0780 1.0797
S1 1.0714 1.0714 1.0786 1.0747
S2 1.0627 1.0627 1.0772
S3 1.0474 1.0561 1.0758
S4 1.0321 1.0408 1.0716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0851 1.0777 0.0074 0.7% 0.0000 0.0% 100% True False 5
10 1.0851 1.0468 0.0383 3.5% 0.0000 0.0% 100% True False 5
20 1.0851 1.0303 0.0548 5.1% 0.0000 0.0% 100% True False 4
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 1.0851
2.618 1.0851
1.618 1.0851
1.000 1.0851
0.618 1.0851
HIGH 1.0851
0.618 1.0851
0.500 1.0851
0.382 1.0851
LOW 1.0851
0.618 1.0851
1.000 1.0851
1.618 1.0851
2.618 1.0851
4.250 1.0851
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.0851 1.0839
PP 1.0851 1.0826
S1 1.0851 1.0814

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.