CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 1.1387 1.1277 -0.0110 -1.0% 1.1602
High 1.1411 1.1298 -0.0113 -1.0% 1.1621
Low 1.1235 1.1081 -0.0154 -1.4% 1.1168
Close 1.1298 1.1103 -0.0195 -1.7% 1.1298
Range 0.0176 0.0217 0.0041 23.3% 0.0453
ATR 0.0180 0.0183 0.0003 1.5% 0.0000
Volume 20,493 25,726 5,233 25.5% 117,020
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1812 1.1674 1.1222
R3 1.1595 1.1457 1.1163
R2 1.1378 1.1378 1.1143
R1 1.1240 1.1240 1.1123 1.1201
PP 1.1161 1.1161 1.1161 1.1141
S1 1.1023 1.1023 1.1083 1.0984
S2 1.0944 1.0944 1.1063
S3 1.0727 1.0806 1.1043
S4 1.0510 1.0589 1.0984
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2721 1.2463 1.1547
R3 1.2268 1.2010 1.1423
R2 1.1815 1.1815 1.1381
R1 1.1557 1.1557 1.1340 1.1460
PP 1.1362 1.1362 1.1362 1.1314
S1 1.1104 1.1104 1.1256 1.1007
S2 1.0909 1.0909 1.1215
S3 1.0456 1.0651 1.1173
S4 1.0003 1.0198 1.1049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1424 1.1081 0.0343 3.1% 0.0192 1.7% 6% False True 23,796
10 1.1682 1.1081 0.0601 5.4% 0.0187 1.7% 4% False True 25,043
20 1.1682 1.0977 0.0705 6.3% 0.0169 1.5% 18% False False 24,273
40 1.1682 1.0749 0.0933 8.4% 0.0167 1.5% 38% False False 23,269
60 1.2985 1.0749 0.2236 20.1% 0.0201 1.8% 16% False False 15,850
80 1.4150 1.0749 0.3401 30.6% 0.0217 1.9% 10% False False 11,957
100 1.4150 1.0749 0.3401 30.6% 0.0193 1.7% 10% False False 9,573
120 1.4150 1.0749 0.3401 30.6% 0.0166 1.5% 10% False False 7,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2220
2.618 1.1866
1.618 1.1649
1.000 1.1515
0.618 1.1432
HIGH 1.1298
0.618 1.1215
0.500 1.1190
0.382 1.1164
LOW 1.1081
0.618 1.0947
1.000 1.0864
1.618 1.0730
2.618 1.0513
4.250 1.0159
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 1.1190 1.1253
PP 1.1161 1.1203
S1 1.1132 1.1153

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

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