CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 1.0984 1.1045 0.0061 0.6% 1.1277
High 1.1094 1.1175 0.0081 0.7% 1.1298
Low 1.0926 1.1013 0.0087 0.8% 1.0926
Close 1.1024 1.1102 0.0078 0.7% 1.1102
Range 0.0168 0.0162 -0.0006 -3.6% 0.0372
ATR 0.0185 0.0183 -0.0002 -0.9% 0.0000
Volume 22,402 16,421 -5,981 -26.7% 110,412
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1583 1.1504 1.1191
R3 1.1421 1.1342 1.1147
R2 1.1259 1.1259 1.1132
R1 1.1180 1.1180 1.1117 1.1220
PP 1.1097 1.1097 1.1097 1.1116
S1 1.1018 1.1018 1.1087 1.1058
S2 1.0935 1.0935 1.1072
S3 1.0773 1.0856 1.1057
S4 1.0611 1.0694 1.1013
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2225 1.2035 1.1307
R3 1.1853 1.1663 1.1204
R2 1.1481 1.1481 1.1170
R1 1.1291 1.1291 1.1136 1.1200
PP 1.1109 1.1109 1.1109 1.1063
S1 1.0919 1.0919 1.1068 1.0828
S2 1.0737 1.0737 1.1034
S3 1.0365 1.0547 1.1000
S4 0.9993 1.0175 1.0897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1298 1.0926 0.0372 3.4% 0.0192 1.7% 47% False False 22,082
10 1.1621 1.0926 0.0695 6.3% 0.0193 1.7% 25% False False 22,743
20 1.1682 1.0926 0.0756 6.8% 0.0175 1.6% 23% False False 24,249
40 1.1682 1.0749 0.0933 8.4% 0.0171 1.5% 38% False False 24,054
60 1.2985 1.0749 0.2236 20.1% 0.0195 1.8% 16% False False 17,229
80 1.4150 1.0749 0.3401 30.6% 0.0220 2.0% 10% False False 13,014
100 1.4150 1.0749 0.3401 30.6% 0.0197 1.8% 10% False False 10,419
120 1.4150 1.0749 0.3401 30.6% 0.0172 1.6% 10% False False 8,685
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0038
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1864
2.618 1.1599
1.618 1.1437
1.000 1.1337
0.618 1.1275
HIGH 1.1175
0.618 1.1113
0.500 1.1094
0.382 1.1075
LOW 1.1013
0.618 1.0913
1.000 1.0851
1.618 1.0751
2.618 1.0589
4.250 1.0325
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 1.1099 1.1092
PP 1.1097 1.1081
S1 1.1094 1.1071

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

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