CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 1.3105 1.2974 -0.0131 -1.0% 1.2290
High 1.3134 1.3130 -0.0004 0.0% 1.2755
Low 1.2885 1.2855 -0.0030 -0.2% 1.2290
Close 1.3048 1.3053 0.0005 0.0% 1.2695
Range 0.0249 0.0275 0.0026 10.4% 0.0465
ATR 0.0156 0.0165 0.0008 5.4% 0.0000
Volume 269 305 36 13.4% 493
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3838 1.3720 1.3204
R3 1.3563 1.3445 1.3129
R2 1.3288 1.3288 1.3103
R1 1.3170 1.3170 1.3078 1.3229
PP 1.3013 1.3013 1.3013 1.3042
S1 1.2895 1.2895 1.3028 1.2954
S2 1.2738 1.2738 1.3003
S3 1.2463 1.2620 1.2977
S4 1.2188 1.2345 1.2902
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 1.3145 1.2490 0.0655 5.0% 0.0299 2.3% 86% False False 279
10 1.3145 1.2151 0.0994 7.6% 0.0193 1.5% 91% False False 182
20 1.3145 1.1770 0.1375 10.5% 0.0154 1.2% 93% False False 104
40 1.3145 1.1724 0.1421 10.9% 0.0122 0.9% 94% False False 69
60 1.3145 1.1180 0.1965 15.1% 0.0083 0.6% 95% False False 48
80 1.3145 1.1133 0.2012 15.4% 0.0064 0.5% 95% False False 37
100 1.3145 1.0821 0.2324 17.8% 0.0052 0.4% 96% False False 30
120 1.3145 1.0340 0.2805 21.5% 0.0044 0.3% 97% False False 26
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4299
2.618 1.3850
1.618 1.3575
1.000 1.3405
0.618 1.3300
HIGH 1.3130
0.618 1.3025
0.500 1.2993
0.382 1.2960
LOW 1.2855
0.618 1.2685
1.000 1.2580
1.618 1.2410
2.618 1.2135
4.250 1.1686
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 1.3033 1.3021
PP 1.3013 1.2988
S1 1.2993 1.2956

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

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