CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 1.1869 1.1905 0.0036 0.3% 1.1876
High 1.1915 1.2000 0.0085 0.7% 1.1986
Low 1.1862 1.1884 0.0022 0.2% 1.1724
Close 1.1917 1.1937 0.0020 0.2% 1.1806
Range 0.0053 0.0116 0.0063 118.9% 0.0262
ATR 0.0077 0.0079 0.0003 3.7% 0.0000
Volume 75 16 -59 -78.7% 93
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2288 1.2229 1.2001
R3 1.2172 1.2113 1.1969
R2 1.2056 1.2056 1.1958
R1 1.1997 1.1997 1.1948 1.2027
PP 1.1940 1.1940 1.1940 1.1955
S1 1.1881 1.1881 1.1926 1.1911
S2 1.1824 1.1824 1.1916
S3 1.1708 1.1765 1.1905
S4 1.1592 1.1649 1.1873
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 1.2000 1.1770 0.0230 1.9% 0.0071 0.6% 73% True False 31
10 1.2000 1.1724 0.0276 2.3% 0.0080 0.7% 77% True False 20
20 1.2024 1.1477 0.0547 4.6% 0.0046 0.4% 84% False False 16
40 1.2024 1.1180 0.0844 7.1% 0.0026 0.2% 90% False False 10
60 1.2024 1.0821 0.1203 10.1% 0.0020 0.2% 93% False False 7
80 1.2024 1.0705 0.1319 11.0% 0.0015 0.1% 93% False False 6
100 1.2024 1.0303 0.1721 14.4% 0.0012 0.1% 95% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2493
2.618 1.2304
1.618 1.2188
1.000 1.2116
0.618 1.2072
HIGH 1.2000
0.618 1.1956
0.500 1.1942
0.382 1.1928
LOW 1.1884
0.618 1.1812
1.000 1.1768
1.618 1.1696
2.618 1.1580
4.250 1.1391
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 1.1942 1.1927
PP 1.1940 1.1917
S1 1.1939 1.1907

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

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