CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 1.1975 1.1968 -0.0007 -0.1% 1.1767
High 1.2024 1.1968 -0.0056 -0.5% 1.2024
Low 1.1956 1.1968 0.0012 0.1% 1.1766
Close 1.1974 1.1968 -0.0006 -0.1% 1.1974
Range 0.0068 0.0000 -0.0068 -100.0% 0.0258
ATR 0.0076 0.0071 -0.0005 -6.6% 0.0000
Volume 2 73 71 3,550.0% 7
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.1968 1.1968 1.1968
R3 1.1968 1.1968 1.1968
R2 1.1968 1.1968 1.1968
R1 1.1968 1.1968 1.1968 1.1968
PP 1.1968 1.1968 1.1968 1.1968
S1 1.1968 1.1968 1.1968 1.1968
S2 1.1968 1.1968 1.1968
S3 1.1968 1.1968 1.1968
S4 1.1968 1.1968 1.1968
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2695 1.2593 1.2116
R3 1.2437 1.2335 1.2045
R2 1.2179 1.2179 1.2021
R1 1.2077 1.2077 1.1998 1.2128
PP 1.1921 1.1921 1.1921 1.1947
S1 1.1819 1.1819 1.1950 1.1870
S2 1.1663 1.1663 1.1927
S3 1.1405 1.1561 1.1903
S4 1.1147 1.1303 1.1832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2024 1.1766 0.0258 2.2% 0.0022 0.2% 78% False False 16
10 1.2024 1.1342 0.0682 5.7% 0.0011 0.1% 92% False False 9
20 1.2024 1.1180 0.0844 7.1% 0.0006 0.1% 93% False False 5
40 1.2024 1.0963 0.1061 8.9% 0.0007 0.1% 95% False False 4
60 1.2024 1.0779 0.1245 10.4% 0.0006 0.1% 96% False False 4
80 1.2024 1.0303 0.1721 14.4% 0.0005 0.0% 97% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1968
2.618 1.1968
1.618 1.1968
1.000 1.1968
0.618 1.1968
HIGH 1.1968
0.618 1.1968
0.500 1.1968
0.382 1.1968
LOW 1.1968
0.618 1.1968
1.000 1.1968
1.618 1.1968
2.618 1.1968
4.250 1.1968
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 1.1968 1.1958
PP 1.1968 1.1948
S1 1.1968 1.1939

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

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