CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 1.1189 1.1378 0.0189 1.7% 1.1470
High 1.1189 1.1378 0.0189 1.7% 1.1470
Low 1.1180 1.1378 0.0198 1.8% 1.1300
Close 1.1332 1.1368 0.0036 0.3% 1.1220
Range 0.0009 0.0000 -0.0009 -100.0% 0.0170
ATR 0.0060 0.0059 -0.0001 -1.6% 0.0000
Volume 4 3 -1 -25.0% 5
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1.1375 1.1371 1.1368
R3 1.1375 1.1371 1.1368
R2 1.1375 1.1375 1.1368
R1 1.1371 1.1371 1.1368 1.1373
PP 1.1375 1.1375 1.1375 1.1376
S1 1.1371 1.1371 1.1368 1.1373
S2 1.1375 1.1375 1.1368
S3 1.1375 1.1371 1.1368
S4 1.1375 1.1371 1.1368
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.1840 1.1700 1.1314
R3 1.1670 1.1530 1.1267
R2 1.1500 1.1500 1.1251
R1 1.1360 1.1360 1.1236 1.1345
PP 1.1330 1.1330 1.1330 1.1323
S1 1.1190 1.1190 1.1204 1.1175
S2 1.1160 1.1160 1.1189
S3 1.0990 1.1020 1.1173
S4 1.0820 1.0850 1.1127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1378 1.1180 0.0198 1.7% 0.0002 0.0% 95% True False 2
10 1.1639 1.1180 0.0459 4.0% 0.0001 0.0% 41% False False 3
20 1.1639 1.1133 0.0506 4.5% 0.0006 0.1% 46% False False 3
40 1.1639 1.0821 0.0818 7.2% 0.0006 0.1% 67% False False 3
60 1.1639 1.0694 0.0945 8.3% 0.0004 0.0% 71% False False 3
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1378
2.618 1.1378
1.618 1.1378
1.000 1.1378
0.618 1.1378
HIGH 1.1378
0.618 1.1378
0.500 1.1378
0.382 1.1378
LOW 1.1378
0.618 1.1378
1.000 1.1378
1.618 1.1378
2.618 1.1378
4.250 1.1378
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1.1378 1.1338
PP 1.1375 1.1309
S1 1.1371 1.1279

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

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