CME Swiss Franc Future December 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 1.0922 1.0841 -0.0081 -0.7% 1.1084
High 1.0938 1.0902 -0.0036 -0.3% 1.1235
Low 1.0829 1.0749 -0.0080 -0.7% 1.0958
Close 1.0841 1.0861 0.0020 0.2% 1.1061
Range 0.0109 0.0153 0.0044 40.4% 0.0277
ATR 0.0192 0.0189 -0.0003 -1.4% 0.0000
Volume 27,584 31,567 3,983 14.4% 98,337
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1296 1.1232 1.0945
R3 1.1143 1.1079 1.0903
R2 1.0990 1.0990 1.0889
R1 1.0926 1.0926 1.0875 1.0958
PP 1.0837 1.0837 1.0837 1.0854
S1 1.0773 1.0773 1.0847 1.0805
S2 1.0684 1.0684 1.0833
S3 1.0531 1.0620 1.0819
S4 1.0378 1.0467 1.0777
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1916 1.1765 1.1213
R3 1.1639 1.1488 1.1137
R2 1.1362 1.1362 1.1112
R1 1.1211 1.1211 1.1086 1.1148
PP 1.1085 1.1085 1.1085 1.1053
S1 1.0934 1.0934 1.1036 1.0871
S2 1.0808 1.0808 1.1010
S3 1.0531 1.0657 1.0985
S4 1.0254 1.0380 1.0909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1170 1.0749 0.0421 3.9% 0.0146 1.3% 27% False True 25,443
10 1.1235 1.0749 0.0486 4.5% 0.0140 1.3% 23% False True 23,128
20 1.1596 1.0749 0.0847 7.8% 0.0160 1.5% 13% False True 20,071
40 1.3848 1.0749 0.3099 28.5% 0.0234 2.2% 4% False True 10,433
60 1.4150 1.0749 0.3401 31.3% 0.0228 2.1% 3% False True 7,015
80 1.4150 1.0749 0.3401 31.3% 0.0195 1.8% 3% False True 5,270
100 1.4150 1.0749 0.3401 31.3% 0.0161 1.5% 3% False True 4,218
120 1.4150 1.0749 0.3401 31.3% 0.0135 1.2% 3% False True 3,515
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 0.0033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1552
2.618 1.1303
1.618 1.1150
1.000 1.1055
0.618 1.0997
HIGH 1.0902
0.618 1.0844
0.500 1.0826
0.382 1.0807
LOW 1.0749
0.618 1.0654
1.000 1.0596
1.618 1.0501
2.618 1.0348
4.250 1.0099
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 1.0849 1.0858
PP 1.0837 1.0855
S1 1.0826 1.0853

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Trading Indicators / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.