CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 1.0851 1.0862 0.0011 0.1% 1.0769
High 1.0913 1.0867 -0.0046 -0.4% 1.1035
Low 1.0835 1.0755 -0.0080 -0.7% 1.0748
Close 1.0867 1.0803 -0.0064 -0.6% 1.0859
Range 0.0078 0.0112 0.0034 43.6% 0.0287
ATR 0.0154 0.0151 -0.0003 -2.0% 0.0000
Volume 18,959 23,116 4,157 21.9% 122,636
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1144 1.1086 1.0865
R3 1.1032 1.0974 1.0834
R2 1.0920 1.0920 1.0824
R1 1.0862 1.0862 1.0813 1.0835
PP 1.0808 1.0808 1.0808 1.0795
S1 1.0750 1.0750 1.0793 1.0723
S2 1.0696 1.0696 1.0782
S3 1.0584 1.0638 1.0772
S4 1.0472 1.0526 1.0741
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 1.0755 0.0280 2.6% 0.0144 1.3% 17% False True 25,232
10 1.1035 1.0705 0.0330 3.1% 0.0143 1.3% 30% False False 23,006
20 1.1215 1.0705 0.0510 4.7% 0.0146 1.4% 19% False False 21,983
40 1.1682 1.0705 0.0977 9.0% 0.0158 1.5% 10% False False 23,128
60 1.1682 1.0705 0.0977 9.0% 0.0160 1.5% 10% False False 22,840
80 1.2985 1.0705 0.2280 21.1% 0.0187 1.7% 4% False False 17,384
100 1.4150 1.0705 0.3445 31.9% 0.0202 1.9% 3% False False 13,962
120 1.4150 1.0705 0.3445 31.9% 0.0185 1.7% 3% False False 11,641
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1343
2.618 1.1160
1.618 1.1048
1.000 1.0979
0.618 1.0936
HIGH 1.0867
0.618 1.0824
0.500 1.0811
0.382 1.0798
LOW 1.0755
0.618 1.0686
1.000 1.0643
1.618 1.0574
2.618 1.0462
4.250 1.0279
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 1.0811 1.0867
PP 1.0808 1.0846
S1 1.0806 1.0824

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

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