CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 1.0909 1.0940 0.0031 0.3% 1.1124
High 1.0983 1.0959 -0.0024 -0.2% 1.1164
Low 1.0890 1.0847 -0.0043 -0.4% 1.0830
Close 1.0935 1.0865 -0.0070 -0.6% 1.0901
Range 0.0093 0.0112 0.0019 20.4% 0.0334
ATR 0.0157 0.0154 -0.0003 -2.1% 0.0000
Volume 16,584 21,348 4,764 28.7% 105,884
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1226 1.1158 1.0927
R3 1.1114 1.1046 1.0896
R2 1.1002 1.1002 1.0886
R1 1.0934 1.0934 1.0875 1.0912
PP 1.0890 1.0890 1.0890 1.0880
S1 1.0822 1.0822 1.0855 1.0800
S2 1.0778 1.0778 1.0844
S3 1.0666 1.0710 1.0834
S4 1.0554 1.0598 1.0803
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1967 1.1768 1.1085
R3 1.1633 1.1434 1.0993
R2 1.1299 1.1299 1.0962
R1 1.1100 1.1100 1.0932 1.1033
PP 1.0965 1.0965 1.0965 1.0931
S1 1.0766 1.0766 1.0870 1.0699
S2 1.0631 1.0631 1.0840
S3 1.0297 1.0432 1.0809
S4 0.9963 1.0098 1.0717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1013 1.0830 0.0183 1.7% 0.0111 1.0% 19% False False 21,128
10 1.1175 1.0830 0.0345 3.2% 0.0129 1.2% 10% False False 20,167
20 1.1682 1.0830 0.0852 7.8% 0.0165 1.5% 4% False False 22,024
40 1.1682 1.0749 0.0933 8.6% 0.0161 1.5% 12% False False 23,214
60 1.2985 1.0749 0.2236 20.6% 0.0188 1.7% 5% False False 19,902
80 1.4150 1.0749 0.3401 31.3% 0.0215 2.0% 3% False False 15,034
100 1.4150 1.0749 0.3401 31.3% 0.0199 1.8% 3% False False 12,043
120 1.4150 1.0749 0.3401 31.3% 0.0179 1.6% 3% False False 10,041
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1435
2.618 1.1252
1.618 1.1140
1.000 1.1071
0.618 1.1028
HIGH 1.0959
0.618 1.0916
0.500 1.0903
0.382 1.0890
LOW 1.0847
0.618 1.0778
1.000 1.0735
1.618 1.0666
2.618 1.0554
4.250 1.0371
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 1.0903 1.0915
PP 1.0890 1.0898
S1 1.0878 1.0882

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

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