CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 1.2021 1.2027 0.0006 0.0% 1.1814
High 1.2100 1.2065 -0.0035 -0.3% 1.2060
Low 1.2021 1.1970 -0.0051 -0.4% 1.1814
Close 1.2038 1.1999 -0.0039 -0.3% 1.1959
Range 0.0079 0.0095 0.0016 20.3% 0.0246
ATR 0.0084 0.0084 0.0001 1.0% 0.0000
Volume 17 16 -1 -5.9% 405
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2296 1.2243 1.2051
R3 1.2201 1.2148 1.2025
R2 1.2106 1.2106 1.2016
R1 1.2053 1.2053 1.2008 1.2032
PP 1.2011 1.2011 1.2011 1.2001
S1 1.1958 1.1958 1.1990 1.1937
S2 1.1916 1.1916 1.1982
S3 1.1821 1.1863 1.1973
S4 1.1726 1.1768 1.1947
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 1.2100 1.1870 0.0230 1.9% 0.0086 0.7% 56% False False 73
10 1.2100 1.1770 0.0330 2.8% 0.0079 0.7% 69% False False 52
20 1.2100 1.1724 0.0376 3.1% 0.0068 0.6% 73% False False 34
40 1.2100 1.1180 0.0920 7.7% 0.0034 0.3% 89% False False 18
60 1.2100 1.0821 0.1279 10.7% 0.0026 0.2% 92% False False 13
80 1.2100 1.0705 0.1395 11.6% 0.0020 0.2% 93% False False 11
100 1.2100 1.0303 0.1797 15.0% 0.0016 0.1% 94% False 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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2469
2.618 1.2314
1.618 1.2219
1.000 1.2160
0.618 1.2124
HIGH 1.2065
0.618 1.2029
0.500 1.2018
0.382 1.2006
LOW 1.1970
0.618 1.1911
1.000 1.1875
1.618 1.1816
2.618 1.1721
4.250 1.1566
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 1.2018 1.2030
PP 1.2011 1.2019
S1 1.2005 1.2009

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

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