CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 1.1112 1.1069 -0.0043 -0.4% 1.0904
High 1.1112 1.1208 0.0096 0.9% 1.1235
Low 1.1112 1.1067 -0.0045 -0.4% 1.0904
Close 1.1112 1.1218 0.0106 1.0% 1.1235
Range 0.0000 0.0141 0.0141 0.0331
ATR 0.0097 0.0100 0.0003 3.3% 0.0000
Volume 1 1 0 0.0% 28
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1587 1.1544 1.1296
R3 1.1446 1.1403 1.1257
R2 1.1305 1.1305 1.1244
R1 1.1262 1.1262 1.1231 1.1284
PP 1.1164 1.1164 1.1164 1.1175
S1 1.1121 1.1121 1.1205 1.1143
S2 1.1023 1.1023 1.1192
S3 1.0882 1.0980 1.1179
S4 1.0741 1.0839 1.1140
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 1.1067 0.0168 1.5% 0.0032 0.3% 90% False True 3
10 1.1235 1.0876 0.0359 3.2% 0.0044 0.4% 95% False False 6
20 1.1235 1.0805 0.0430 3.8% 0.0041 0.4% 96% False False 14
40 1.2850 1.0805 0.2045 18.2% 0.0030 0.3% 20% False False 22
60 1.4099 1.0805 0.3294 29.4% 0.0039 0.3% 13% False False 19
80 1.4099 1.0805 0.3294 29.4% 0.0030 0.3% 13% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1807
2.618 1.1577
1.618 1.1436
1.000 1.1349
0.618 1.1295
HIGH 1.1208
0.618 1.1154
0.500 1.1138
0.382 1.1121
LOW 1.1067
0.618 1.0980
1.000 1.0926
1.618 1.0839
2.618 1.0698
4.250 1.0468
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 1.1191 1.1191
PP 1.1164 1.1164
S1 1.1138 1.1138

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

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