CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 1.0876 1.0904 0.0028 0.3% 1.1010
High 1.0876 1.1119 0.0243 2.2% 1.1010
Low 1.0876 1.0904 0.0028 0.3% 1.0805
Close 1.0830 1.1116 0.0286 2.6% 1.0830
Range 0.0000 0.0215 0.0215 0.0205
ATR 0.0100 0.0113 0.0014 13.6% 0.0000
Volume 20 1 -19 -95.0% 83
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1691 1.1619 1.1234
R3 1.1476 1.1404 1.1175
R2 1.1261 1.1261 1.1155
R1 1.1189 1.1189 1.1136 1.1225
PP 1.1046 1.1046 1.1046 1.1065
S1 1.0974 1.0974 1.1096 1.1010
S2 1.0831 1.0831 1.1077
S3 1.0616 1.0759 1.1057
S4 1.0401 1.0544 1.0998
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1497 1.1368 1.0943
R3 1.1292 1.1163 1.0886
R2 1.1087 1.1087 1.0868
R1 1.0958 1.0958 1.0849 1.0920
PP 1.0882 1.0882 1.0882 1.0863
S1 1.0753 1.0753 1.0811 1.0715
S2 1.0677 1.0677 1.0792
S3 1.0472 1.0548 1.0774
S4 1.0267 1.0343 1.0717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1119 1.0805 0.0314 2.8% 0.0073 0.7% 99% True False 15
10 1.1219 1.0805 0.0414 3.7% 0.0053 0.5% 75% False False 19
20 1.1564 1.0805 0.0759 6.8% 0.0045 0.4% 41% False False 17
40 1.2895 1.0805 0.2090 18.8% 0.0036 0.3% 15% False False 26
60 1.4099 1.0805 0.3294 29.6% 0.0036 0.3% 9% False False 18
80 1.4099 1.0805 0.3294 29.6% 0.0027 0.2% 9% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.2033
2.618 1.1682
1.618 1.1467
1.000 1.1334
0.618 1.1252
HIGH 1.1119
0.618 1.1037
0.500 1.1012
0.382 1.0986
LOW 1.0904
0.618 1.0771
1.000 1.0689
1.618 1.0556
2.618 1.0341
4.250 0.9990
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 1.1081 1.1065
PP 1.1046 1.1013
S1 1.1012 1.0962

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

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