CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 1.0918 1.0851 -0.0067 -0.6% 1.0769
High 1.0979 1.0913 -0.0066 -0.6% 1.1035
Low 1.0821 1.0835 0.0014 0.1% 1.0748
Close 1.0859 1.0867 0.0008 0.1% 1.0859
Range 0.0158 0.0078 -0.0080 -50.6% 0.0287
ATR 0.0160 0.0154 -0.0006 -3.7% 0.0000
Volume 18,464 18,959 495 2.7% 122,636
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1106 1.1064 1.0910
R3 1.1028 1.0986 1.0888
R2 1.0950 1.0950 1.0881
R1 1.0908 1.0908 1.0874 1.0929
PP 1.0872 1.0872 1.0872 1.0882
S1 1.0830 1.0830 1.0860 1.0851
S2 1.0794 1.0794 1.0853
S3 1.0716 1.0752 1.0846
S4 1.0638 1.0674 1.0824
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1742 1.1587 1.1017
R3 1.1455 1.1300 1.0938
R2 1.1168 1.1168 1.0912
R1 1.1013 1.1013 1.0885 1.1091
PP 1.0881 1.0881 1.0881 1.0919
S1 1.0726 1.0726 1.0833 1.0804
S2 1.0594 1.0594 1.0806
S3 1.0307 1.0439 1.0780
S4 1.0020 1.0152 1.0701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1035 1.0813 0.0222 2.0% 0.0147 1.3% 24% False False 24,349
10 1.1035 1.0705 0.0330 3.0% 0.0140 1.3% 49% False False 22,598
20 1.1298 1.0705 0.0593 5.5% 0.0152 1.4% 27% False False 22,114
40 1.1682 1.0705 0.0977 9.0% 0.0163 1.5% 17% False False 23,154
60 1.1682 1.0705 0.0977 9.0% 0.0161 1.5% 17% False False 22,516
80 1.3295 1.0705 0.2590 23.8% 0.0191 1.8% 6% False False 17,108
100 1.4150 1.0705 0.3445 31.7% 0.0202 1.9% 5% False False 13,731
120 1.4150 1.0705 0.3445 31.7% 0.0185 1.7% 5% False False 11,449
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.1245
2.618 1.1117
1.618 1.1039
1.000 1.0991
0.618 1.0961
HIGH 1.0913
0.618 1.0883
0.500 1.0874
0.382 1.0865
LOW 1.0835
0.618 1.0787
1.000 1.0757
1.618 1.0709
2.618 1.0631
4.250 1.0504
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 1.0874 1.0924
PP 1.0872 1.0905
S1 1.0869 1.0886

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

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