CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 1.1400 1.1487 0.0087 0.8% 1.1157
High 1.1420 1.1487 0.0067 0.6% 1.1359
Low 1.1380 1.1342 -0.0038 -0.3% 1.1067
Close 1.1425 1.1376 -0.0049 -0.4% 1.1344
Range 0.0040 0.0145 0.0105 262.5% 0.0292
ATR 0.0095 0.0099 0.0004 3.7% 0.0000
Volume 3 9 6 200.0% 48
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1837 1.1751 1.1456
R3 1.1692 1.1606 1.1416
R2 1.1547 1.1547 1.1403
R1 1.1461 1.1461 1.1389 1.1432
PP 1.1402 1.1402 1.1402 1.1387
S1 1.1316 1.1316 1.1363 1.1287
S2 1.1257 1.1257 1.1349
S3 1.1112 1.1171 1.1336
S4 1.0967 1.1026 1.1296
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.2133 1.2030 1.1505
R3 1.1841 1.1738 1.1424
R2 1.1549 1.1549 1.1398
R1 1.1446 1.1446 1.1371 1.1498
PP 1.1257 1.1257 1.1257 1.1282
S1 1.1154 1.1154 1.1317 1.1206
S2 1.0965 1.0965 1.1290
S3 1.0673 1.0862 1.1264
S4 1.0381 1.0570 1.1183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1487 1.1067 0.0420 3.7% 0.0080 0.7% 74% True False 12
10 1.1487 1.1067 0.0420 3.7% 0.0042 0.4% 74% True False 8
20 1.1487 1.0805 0.0682 6.0% 0.0048 0.4% 84% True False 9
40 1.2850 1.0805 0.2045 18.0% 0.0037 0.3% 28% False False 24
60 1.4099 1.0805 0.3294 29.0% 0.0043 0.4% 17% False False 20
80 1.4099 1.0805 0.3294 29.0% 0.0033 0.3% 17% False False 15
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2103
2.618 1.1867
1.618 1.1722
1.000 1.1632
0.618 1.1577
HIGH 1.1487
0.618 1.1432
0.500 1.1415
0.382 1.1397
LOW 1.1342
0.618 1.1252
1.000 1.1197
1.618 1.1107
2.618 1.0962
4.250 1.0726
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 1.1415 1.1415
PP 1.1402 1.1402
S1 1.1389 1.1389

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

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