CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 1.1535 1.1359 -0.0176 -1.5% 1.1273
High 1.1539 1.1447 -0.0092 -0.8% 1.1596
Low 1.1422 1.1289 -0.0133 -1.2% 1.1234
Close 1.1447 1.1360 -0.0087 -0.8% 1.1447
Range 0.0117 0.0158 0.0041 35.0% 0.0362
ATR 0.0252 0.0245 -0.0007 -2.7% 0.0000
Volume 18,841 19,821 980 5.2% 56,910
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1839 1.1758 1.1447
R3 1.1681 1.1600 1.1403
R2 1.1523 1.1523 1.1389
R1 1.1442 1.1442 1.1374 1.1483
PP 1.1365 1.1365 1.1365 1.1386
S1 1.1284 1.1284 1.1346 1.1325
S2 1.1207 1.1207 1.1331
S3 1.1049 1.1126 1.1317
S4 1.0891 1.0968 1.1273
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2512 1.2341 1.1646
R3 1.2150 1.1979 1.1547
R2 1.1788 1.1788 1.1513
R1 1.1617 1.1617 1.1480 1.1703
PP 1.1426 1.1426 1.1426 1.1468
S1 1.1255 1.1255 1.1414 1.1341
S2 1.1064 1.1064 1.1381
S3 1.0702 1.0893 1.1347
S4 1.0340 1.0531 1.1248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1596 1.1289 0.0307 2.7% 0.0155 1.4% 23% False True 14,621
10 1.2834 1.1234 0.1600 14.1% 0.0270 2.4% 8% False False 8,696
20 1.2985 1.1234 0.1751 15.4% 0.0242 2.1% 7% False False 4,553
40 1.4150 1.1234 0.2916 25.7% 0.0271 2.4% 4% False False 2,469
60 1.4150 1.1234 0.2916 25.7% 0.0216 1.9% 4% False False 1,657
80 1.4150 1.1234 0.2916 25.7% 0.0175 1.5% 4% False False 1,248
100 1.4150 1.1180 0.2970 26.1% 0.0140 1.2% 6% False False 999
120 1.4150 1.0821 0.3329 29.3% 0.0119 1.0% 16% False False 833
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 0.0046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2119
2.618 1.1861
1.618 1.1703
1.000 1.1605
0.618 1.1545
HIGH 1.1447
0.618 1.1387
0.500 1.1368
0.382 1.1349
LOW 1.1289
0.618 1.1191
1.000 1.1131
1.618 1.1033
2.618 1.0875
4.250 1.0618
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 1.1368 1.1443
PP 1.1365 1.1415
S1 1.1363 1.1388

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

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