CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 1.1028 1.1176 0.0148 1.3% 1.1023
High 1.1227 1.1213 -0.0014 -0.1% 1.1045
Low 1.0987 1.1073 0.0086 0.8% 1.0749
Close 1.1195 1.1153 -0.0042 -0.4% 1.0804
Range 0.0240 0.0140 -0.0100 -41.7% 0.0296
ATR 0.0195 0.0191 -0.0004 -2.0% 0.0000
Volume 26,296 21,007 -5,289 -20.1% 132,532
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1566 1.1500 1.1230
R3 1.1426 1.1360 1.1192
R2 1.1286 1.1286 1.1179
R1 1.1220 1.1220 1.1166 1.1183
PP 1.1146 1.1146 1.1146 1.1128
S1 1.1080 1.1080 1.1140 1.1043
S2 1.1006 1.1006 1.1127
S3 1.0866 1.0940 1.1115
S4 1.0726 1.0800 1.1076
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1754 1.1575 1.0967
R3 1.1458 1.1279 1.0885
R2 1.1162 1.1162 1.0858
R1 1.0983 1.0983 1.0831 1.0925
PP 1.0866 1.0866 1.0866 1.0837
S1 1.0687 1.0687 1.0777 1.0629
S2 1.0570 1.0570 1.0750
S3 1.0274 1.0391 1.0723
S4 0.9978 1.0095 1.0641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1227 1.0788 0.0439 3.9% 0.0196 1.8% 83% False False 23,554
10 1.1227 1.0749 0.0478 4.3% 0.0171 1.5% 85% False False 24,499
20 1.1539 1.0749 0.0790 7.1% 0.0166 1.5% 51% False False 23,917
40 1.2985 1.0749 0.2236 20.0% 0.0206 1.8% 18% False False 13,290
60 1.4150 1.0749 0.3401 30.5% 0.0235 2.1% 12% False False 8,974
80 1.4150 1.0749 0.3401 30.5% 0.0203 1.8% 12% False False 6,740
100 1.4150 1.0749 0.3401 30.5% 0.0170 1.5% 12% False False 5,395
120 1.4150 1.0749 0.3401 30.5% 0.0143 1.3% 12% False False 4,497
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1808
2.618 1.1580
1.618 1.1440
1.000 1.1353
0.618 1.1300
HIGH 1.1213
0.618 1.1160
0.500 1.1143
0.382 1.1126
LOW 1.1073
0.618 1.0986
1.000 1.0933
1.618 1.0846
2.618 1.0706
4.250 1.0478
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 1.1150 1.1136
PP 1.1146 1.1119
S1 1.1143 1.1102

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

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