CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 1.1814 1.1869 0.0055 0.5% 1.1876
High 1.1913 1.1915 0.0002 0.0% 1.1986
Low 1.1814 1.1862 0.0048 0.4% 1.1724
Close 1.1833 1.1917 0.0084 0.7% 1.1806
Range 0.0099 0.0053 -0.0046 -46.5% 0.0262
ATR 0.0076 0.0077 0.0000 0.6% 0.0000
Volume 7 75 68 971.4% 93
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2057 1.2040 1.1946
R3 1.2004 1.1987 1.1932
R2 1.1951 1.1951 1.1927
R1 1.1934 1.1934 1.1922 1.1943
PP 1.1898 1.1898 1.1898 1.1902
S1 1.1881 1.1881 1.1912 1.1890
S2 1.1845 1.1845 1.1907
S3 1.1792 1.1828 1.1902
S4 1.1739 1.1775 1.1888
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2625 1.2477 1.1950
R3 1.2363 1.2215 1.1878
R2 1.2101 1.2101 1.1854
R1 1.1953 1.1953 1.1830 1.1896
PP 1.1839 1.1839 1.1839 1.1810
S1 1.1691 1.1691 1.1782 1.1634
S2 1.1577 1.1577 1.1758
S3 1.1315 1.1429 1.1734
S4 1.1053 1.1167 1.1662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1915 1.1724 0.0191 1.6% 0.0074 0.6% 101% True False 32
10 1.1986 1.1724 0.0262 2.2% 0.0070 0.6% 74% False False 19
20 1.2024 1.1389 0.0635 5.3% 0.0040 0.3% 83% False False 16
40 1.2024 1.1180 0.0844 7.1% 0.0023 0.2% 87% False False 9
60 1.2024 1.0821 0.1203 10.1% 0.0018 0.1% 91% False False 7
80 1.2024 1.0705 0.1319 11.1% 0.0013 0.1% 92% False False 6
100 1.2024 1.0303 0.1721 14.4% 0.0011 0.1% 94% False False 6
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2140
2.618 1.2054
1.618 1.2001
1.000 1.1968
0.618 1.1948
HIGH 1.1915
0.618 1.1895
0.500 1.1889
0.382 1.1882
LOW 1.1862
0.618 1.1829
1.000 1.1809
1.618 1.1776
2.618 1.1723
4.250 1.1637
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 1.1908 1.1895
PP 1.1898 1.1872
S1 1.1889 1.1850

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

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