CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.1133 1.1260 0.0127 1.1% 1.1000
High 1.1133 1.1260 0.0127 1.1% 1.1214
Low 1.1133 1.1260 0.0127 1.1% 1.1000
Close 1.1133 1.1260 0.0127 1.1% 1.1205
Range
ATR 0.0048 0.0054 0.0006 11.7% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1260 1.1260 1.1260
R3 1.1260 1.1260 1.1260
R2 1.1260 1.1260 1.1260
R1 1.1260 1.1260 1.1260 1.1260
PP 1.1260 1.1260 1.1260 1.1260
S1 1.1260 1.1260 1.1260 1.1260
S2 1.1260 1.1260 1.1260
S3 1.1260 1.1260 1.1260
S4 1.1260 1.1260 1.1260
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1782 1.1707 1.1323
R3 1.1568 1.1493 1.1264
R2 1.1354 1.1354 1.1244
R1 1.1279 1.1279 1.1225 1.1317
PP 1.1140 1.1140 1.1140 1.1158
S1 1.1065 1.1065 1.1185 1.1103
S2 1.0926 1.0926 1.1166
S3 1.0712 1.0851 1.1146
S4 1.0498 1.0637 1.1087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1260 1.1133 0.0127 1.1% 0.0000 0.0% 100% True False 2
10 1.1260 1.0935 0.0325 2.9% 0.0005 0.0% 100% True False 2
20 1.1260 1.0821 0.0439 3.9% 0.0007 0.1% 100% True False 2
40 1.1260 1.0705 0.0555 4.9% 0.0003 0.0% 100% True False 3
60 1.1260 1.0303 0.0957 8.5% 0.0002 0.0% 100% True False 3
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 1.1260
2.618 1.1260
1.618 1.1260
1.000 1.1260
0.618 1.1260
HIGH 1.1260
0.618 1.1260
0.500 1.1260
0.382 1.1260
LOW 1.1260
0.618 1.1260
1.000 1.1260
1.618 1.1260
2.618 1.1260
4.250 1.1260
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.1260 1.1239
PP 1.1260 1.1218
S1 1.1260 1.1197

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

View Archives - Comment on this page... - Back to Index of Symbols