CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 1.1968 1.1990 0.0022 0.2% 1.1767
High 1.1968 1.1990 0.0022 0.2% 1.2024
Low 1.1968 1.1990 0.0022 0.2% 1.1766
Close 1.1968 1.1955 -0.0013 -0.1% 1.1974
Range
ATR 0.0071 0.0067 -0.0003 -4.9% 0.0000
Volume 73 42 -31 -42.5% 7
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.1978 1.1967 1.1955
R3 1.1978 1.1967 1.1955
R2 1.1978 1.1978 1.1955
R1 1.1967 1.1967 1.1955 1.1973
PP 1.1978 1.1978 1.1978 1.1981
S1 1.1967 1.1967 1.1955 1.1973
S2 1.1978 1.1978 1.1955
S3 1.1978 1.1967 1.1955
S4 1.1978 1.1967 1.1955
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 1.1853 0.0171 1.4% 0.0022 0.2% 60% False False 24
10 1.2024 1.1389 0.0635 5.3% 0.0011 0.1% 89% False False 12
20 1.2024 1.1180 0.0844 7.1% 0.0006 0.1% 92% False False 7
40 1.2024 1.1000 0.1024 8.6% 0.0007 0.1% 93% False False 5
60 1.2024 1.0821 0.1203 10.1% 0.0006 0.1% 94% False False 4
80 1.2024 1.0303 0.1721 14.4% 0.0005 0.0% 96% False 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 0.0002
Fibonacci Retracements and Extensions
4.250 1.1990
2.618 1.1990
1.618 1.1990
1.000 1.1990
0.618 1.1990
HIGH 1.1990
0.618 1.1990
0.500 1.1990
0.382 1.1990
LOW 1.1990
0.618 1.1990
1.000 1.1990
1.618 1.1990
2.618 1.1990
4.250 1.1990
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 1.1990 1.1990
PP 1.1978 1.1978
S1 1.1967 1.1967

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

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