CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 1.1089 1.1220 0.0131 1.2% 1.1010
High 1.1089 1.1220 0.0131 1.2% 1.1010
Low 1.1019 1.1220 0.0201 1.8% 1.0805
Close 1.1064 1.1220 0.0156 1.4% 1.0830
Range 0.0070 0.0000 -0.0070 -100.0% 0.0205
ATR 0.0112 0.0115 0.0003 2.8% 0.0000
Volume 10 8 -2 -20.0% 83
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1220 1.1220 1.1220
R3 1.1220 1.1220 1.1220
R2 1.1220 1.1220 1.1220
R1 1.1220 1.1220 1.1220 1.1220
PP 1.1220 1.1220 1.1220 1.1220
S1 1.1220 1.1220 1.1220 1.1220
S2 1.1220 1.1220 1.1220
S3 1.1220 1.1220 1.1220
S4 1.1220 1.1220 1.1220
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 1.1220 1.0805 0.0415 3.7% 0.0071 0.6% 100% True False 11
10 1.1220 1.0805 0.0415 3.7% 0.0054 0.5% 100% True False 10
20 1.1564 1.0805 0.0759 6.8% 0.0048 0.4% 55% False False 17
40 1.2850 1.0805 0.2045 18.2% 0.0032 0.3% 20% False False 26
60 1.4099 1.0805 0.3294 29.4% 0.0036 0.3% 13% False False 18
80 1.4099 1.0805 0.3294 29.4% 0.0028 0.2% 13% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1220
2.618 1.1220
1.618 1.1220
1.000 1.1220
0.618 1.1220
HIGH 1.1220
0.618 1.1220
0.500 1.1220
0.382 1.1220
LOW 1.1220
0.618 1.1220
1.000 1.1220
1.618 1.1220
2.618 1.1220
4.250 1.1220
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 1.1220 1.1167
PP 1.1220 1.1115
S1 1.1220 1.1062

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

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