CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 1.1157 1.1156 -0.0001 0.0% 1.0904
High 1.1173 1.1156 -0.0017 -0.2% 1.1235
Low 1.1156 1.1156 0.0000 0.0% 1.0904
Close 1.1163 1.1156 -0.0007 -0.1% 1.1235
Range 0.0017 0.0000 -0.0017 -100.0% 0.0331
ATR 0.0108 0.0101 -0.0007 -6.7% 0.0000
Volume 1 14 13 1,300.0% 28
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1156 1.1156 1.1156
R3 1.1156 1.1156 1.1156
R2 1.1156 1.1156 1.1156
R1 1.1156 1.1156 1.1156 1.1156
PP 1.1156 1.1156 1.1156 1.1156
S1 1.1156 1.1156 1.1156 1.1156
S2 1.1156 1.1156 1.1156
S3 1.1156 1.1156 1.1156
S4 1.1156 1.1156 1.1156
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.2118 1.2007 1.1417
R3 1.1787 1.1676 1.1326
R2 1.1456 1.1456 1.1296
R1 1.1345 1.1345 1.1265 1.1401
PP 1.1125 1.1125 1.1125 1.1152
S1 1.1014 1.1014 1.1205 1.1070
S2 1.0794 1.0794 1.1174
S3 1.0463 1.0683 1.1144
S4 1.0132 1.0352 1.1053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1235 1.1114 0.0121 1.1% 0.0003 0.0% 35% False False 6
10 1.1235 1.0805 0.0430 3.9% 0.0044 0.4% 82% False False 8
20 1.1270 1.0805 0.0465 4.2% 0.0043 0.4% 75% False False 16
40 1.2850 1.0805 0.2045 18.3% 0.0027 0.2% 17% False False 22
60 1.4099 1.0805 0.3294 29.5% 0.0036 0.3% 11% False False 19
80 1.4099 1.0805 0.3294 29.5% 0.0028 0.2% 11% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1156
2.618 1.1156
1.618 1.1156
1.000 1.1156
0.618 1.1156
HIGH 1.1156
0.618 1.1156
0.500 1.1156
0.382 1.1156
LOW 1.1156
0.618 1.1156
1.000 1.1156
1.618 1.1156
2.618 1.1156
4.250 1.1156
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 1.1156 1.1196
PP 1.1156 1.1182
S1 1.1156 1.1169

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

View Archives - Comment on this page... - Back to Index of Symbols