CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1.2615 1.2742 0.0127 1.0% 1.3205
High 1.2811 1.2748 -0.0063 -0.5% 1.4150
Low 1.2524 1.2592 0.0068 0.5% 1.2897
Close 1.2745 1.2697 -0.0048 -0.4% 1.2928
Range 0.0287 0.0156 -0.0131 -45.6% 0.1253
ATR 0.0295 0.0285 -0.0010 -3.4% 0.0000
Volume 202 536 334 165.3% 3,209
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3147 1.3078 1.2783
R3 1.2991 1.2922 1.2740
R2 1.2835 1.2835 1.2726
R1 1.2766 1.2766 1.2711 1.2723
PP 1.2679 1.2679 1.2679 1.2657
S1 1.2610 1.2610 1.2683 1.2567
S2 1.2523 1.2523 1.2668
S3 1.2367 1.2454 1.2654
S4 1.2211 1.2298 1.2611
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.7084 1.6259 1.3617
R3 1.5831 1.5006 1.3273
R2 1.4578 1.4578 1.3158
R1 1.3753 1.3753 1.3043 1.3539
PP 1.3325 1.3325 1.3325 1.3218
S1 1.2500 1.2500 1.2813 1.2286
S2 1.2072 1.2072 1.2698
S3 1.0819 1.1247 1.2583
S4 0.9566 0.9994 1.2239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3295 1.2524 0.0771 6.1% 0.0295 2.3% 22% False False 618
10 1.4150 1.2524 0.1626 12.8% 0.0397 3.1% 11% False False 558
20 1.4150 1.2151 0.1999 15.7% 0.0295 2.3% 27% False False 370
40 1.4150 1.1770 0.2380 18.7% 0.0201 1.6% 39% False False 203
60 1.4150 1.1477 0.2673 21.1% 0.0149 1.2% 46% False False 141
80 1.4150 1.1180 0.2970 23.4% 0.0113 0.9% 51% False False 107
100 1.4150 1.0821 0.3329 26.2% 0.0092 0.7% 56% False False 86
120 1.4150 1.0705 0.3445 27.1% 0.0077 0.6% 58% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0071
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3411
2.618 1.3156
1.618 1.3000
1.000 1.2904
0.618 1.2844
HIGH 1.2748
0.618 1.2688
0.500 1.2670
0.382 1.2652
LOW 1.2592
0.618 1.2496
1.000 1.2436
1.618 1.2340
2.618 1.2184
4.250 1.1929
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1.2688 1.2721
PP 1.2679 1.2713
S1 1.2670 1.2705

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

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