CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 1.1870 1.1825 -0.0045 -0.4% 1.1971
High 1.1870 1.1915 0.0045 0.4% 1.2100
Low 1.1789 1.1782 -0.0007 -0.1% 1.1789
Close 1.1800 1.1917 0.0117 1.0% 1.1800
Range 0.0081 0.0133 0.0052 64.2% 0.0311
ATR 0.0095 0.0098 0.0003 2.8% 0.0000
Volume 21 21 0 0.0% 98
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2270 1.2227 1.1990
R3 1.2137 1.2094 1.1954
R2 1.2004 1.2004 1.1941
R1 1.1961 1.1961 1.1929 1.1983
PP 1.1871 1.1871 1.1871 1.1882
S1 1.1828 1.1828 1.1905 1.1850
S2 1.1738 1.1738 1.1893
S3 1.1605 1.1695 1.1880
S4 1.1472 1.1562 1.1844
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2829 1.2626 1.1971
R3 1.2518 1.2315 1.1886
R2 1.2207 1.2207 1.1857
R1 1.2004 1.2004 1.1829 1.1950
PP 1.1896 1.1896 1.1896 1.1870
S1 1.1693 1.1693 1.1771 1.1639
S2 1.1585 1.1585 1.1743
S3 1.1274 1.1382 1.1714
S4 1.0963 1.1071 1.1629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2100 1.1782 0.0318 2.7% 0.0118 1.0% 42% False True 18
10 1.2100 1.1782 0.0318 2.7% 0.0102 0.9% 42% False True 51
20 1.2100 1.1724 0.0376 3.2% 0.0083 0.7% 51% False False 33
40 1.2100 1.1180 0.0920 7.7% 0.0045 0.4% 80% False False 19
60 1.2100 1.0963 0.1137 9.5% 0.0032 0.3% 84% False False 14
80 1.2100 1.0779 0.1321 11.1% 0.0025 0.2% 86% False False 11
100 1.2100 1.0303 0.1797 15.1% 0.0020 0.2% 90% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2480
2.618 1.2263
1.618 1.2130
1.000 1.2048
0.618 1.1997
HIGH 1.1915
0.618 1.1864
0.500 1.1849
0.382 1.1833
LOW 1.1782
0.618 1.1700
1.000 1.1649
1.618 1.1567
2.618 1.1434
4.250 1.1217
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 1.1894 1.1914
PP 1.1871 1.1911
S1 1.1849 1.1909

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

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