CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 1.1515 1.1373 -0.0142 -1.2% 1.1321
High 1.1515 1.1373 -0.0142 -1.2% 1.1564
Low 1.1468 1.1373 -0.0095 -0.8% 1.1321
Close 1.1482 1.1394 -0.0088 -0.8% 1.1482
Range 0.0047 0.0000 -0.0047 -100.0% 0.0243
ATR 0.0150 0.0147 -0.0003 -1.9% 0.0000
Volume 6 30 24 400.0% 19
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1380 1.1387 1.1394
R3 1.1380 1.1387 1.1394
R2 1.1380 1.1380 1.1394
R1 1.1387 1.1387 1.1394 1.1384
PP 1.1380 1.1380 1.1380 1.1378
S1 1.1387 1.1387 1.1394 1.1384
S2 1.1380 1.1380 1.1394
S3 1.1380 1.1387 1.1394
S4 1.1380 1.1387 1.1394
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2185 1.2076 1.1616
R3 1.1942 1.1833 1.1549
R2 1.1699 1.1699 1.1527
R1 1.1590 1.1590 1.1504 1.1645
PP 1.1456 1.1456 1.1456 1.1483
S1 1.1347 1.1347 1.1460 1.1402
S2 1.1213 1.1213 1.1437
S3 1.0970 1.1104 1.1415
S4 1.0727 1.0861 1.1348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1564 1.1373 0.0191 1.7% 0.0011 0.1% 11% False True 9
10 1.1850 1.1321 0.0529 4.6% 0.0010 0.1% 14% False False 56
20 1.2850 1.1321 0.1529 13.4% 0.0007 0.1% 5% False False 31
40 1.4099 1.1321 0.2778 24.4% 0.0031 0.3% 3% False False 20
60 1.4099 1.1321 0.2778 24.4% 0.0022 0.2% 3% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1373
2.618 1.1373
1.618 1.1373
1.000 1.1373
0.618 1.1373
HIGH 1.1373
0.618 1.1373
0.500 1.1373
0.382 1.1373
LOW 1.1373
0.618 1.1373
1.000 1.1373
1.618 1.1373
2.618 1.1373
4.250 1.1373
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 1.1387 1.1469
PP 1.1380 1.1444
S1 1.1373 1.1419

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

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