CME Swiss Franc Future December 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 1.2491 1.2609 0.0118 0.9% 1.2290
High 1.2755 1.2939 0.0184 1.4% 1.2755
Low 1.2490 1.2609 0.0119 1.0% 1.2290
Close 1.2695 1.2815 0.0120 0.9% 1.2695
Range 0.0265 0.0330 0.0065 24.5% 0.0465
ATR 0.0116 0.0132 0.0015 13.1% 0.0000
Volume 88 199 111 126.1% 493
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3778 1.3626 1.2997
R3 1.3448 1.3296 1.2906
R2 1.3118 1.3118 1.2876
R1 1.2966 1.2966 1.2845 1.3042
PP 1.2788 1.2788 1.2788 1.2826
S1 1.2636 1.2636 1.2785 1.2712
S2 1.2458 1.2458 1.2755
S3 1.2128 1.2306 1.2724
S4 1.1798 1.1976 1.2634
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3975 1.3800 1.2951
R3 1.3510 1.3335 1.2823
R2 1.3045 1.3045 1.2780
R1 1.2870 1.2870 1.2738 1.2958
PP 1.2580 1.2580 1.2580 1.2624
S1 1.2405 1.2405 1.2652 1.2493
S2 1.2115 1.2115 1.2610
S3 1.1650 1.1940 1.2567
S4 1.1185 1.1475 1.2439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2939 1.2453 0.0486 3.8% 0.0146 1.1% 74% True False 106
10 1.2939 1.2131 0.0808 6.3% 0.0136 1.1% 85% True False 80
20 1.2939 1.1770 0.1169 9.1% 0.0122 1.0% 89% True False 52
40 1.2939 1.1724 0.1215 9.5% 0.0099 0.8% 90% True False 44
60 1.2939 1.1180 0.1759 13.7% 0.0068 0.5% 93% True False 30
80 1.2939 1.0935 0.2004 15.6% 0.0053 0.4% 94% True False 23
100 1.2939 1.0748 0.2191 17.1% 0.0043 0.3% 94% True False 19
120 1.2939 1.0303 0.2636 20.6% 0.0036 0.3% 95% True False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 131 trading days
Fibonacci Retracements and Extensions
4.250 1.4342
2.618 1.3803
1.618 1.3473
1.000 1.3269
0.618 1.3143
HIGH 1.2939
0.618 1.2813
0.500 1.2774
0.382 1.2735
LOW 1.2609
0.618 1.2405
1.000 1.2279
1.618 1.2075
2.618 1.1745
4.250 1.1207
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 1.2801 1.2775
PP 1.2788 1.2736
S1 1.2774 1.2696

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

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