CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 1.1870 1.2000 0.0130 1.1% 1.1814
High 1.1959 1.2060 0.0101 0.8% 1.2060
Low 1.1870 1.1947 0.0077 0.6% 1.1814
Close 1.1949 1.1959 0.0010 0.1% 1.1959
Range 0.0089 0.0113 0.0024 27.0% 0.0246
ATR 0.0080 0.0082 0.0002 2.9% 0.0000
Volume 112 195 83 74.1% 405
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2328 1.2256 1.2021
R3 1.2215 1.2143 1.1990
R2 1.2102 1.2102 1.1980
R1 1.2030 1.2030 1.1969 1.2010
PP 1.1989 1.1989 1.1989 1.1978
S1 1.1917 1.1917 1.1949 1.1897
S2 1.1876 1.1876 1.1938
S3 1.1763 1.1804 1.1928
S4 1.1650 1.1691 1.1897
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2682 1.2567 1.2094
R3 1.2436 1.2321 1.2027
R2 1.2190 1.2190 1.2004
R1 1.2075 1.2075 1.1982 1.2133
PP 1.1944 1.1944 1.1944 1.1973
S1 1.1829 1.1829 1.1936 1.1887
S2 1.1698 1.1698 1.1914
S3 1.1452 1.1583 1.1891
S4 1.1206 1.1337 1.1824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2060 1.1814 0.0246 2.1% 0.0094 0.8% 59% True False 81
10 1.2060 1.1724 0.0336 2.8% 0.0096 0.8% 70% True False 49
20 1.2060 1.1724 0.0336 2.8% 0.0056 0.5% 70% True False 32
40 1.2060 1.1180 0.0880 7.4% 0.0029 0.2% 89% True False 17
60 1.2060 1.0821 0.1239 10.4% 0.0023 0.2% 92% True False 12
80 1.2060 1.0705 0.1355 11.3% 0.0017 0.1% 93% True False 10
100 1.2060 1.0303 0.1757 14.7% 0.0014 0.1% 94% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2540
2.618 1.2356
1.618 1.2243
1.000 1.2173
0.618 1.2130
HIGH 1.2060
0.618 1.2017
0.500 1.2004
0.382 1.1990
LOW 1.1947
0.618 1.1877
1.000 1.1834
1.618 1.1764
2.618 1.1651
4.250 1.1467
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 1.2004 1.1965
PP 1.1989 1.1963
S1 1.1974 1.1961

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

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