CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 1.1400 1.1630 0.0230 2.0% 1.1400
High 1.1700 1.1630 -0.0070 -0.6% 1.1700
Low 1.1400 1.1611 0.0211 1.9% 1.1342
Close 1.1668 1.1637 -0.0031 -0.3% 1.1637
Range 0.0300 0.0019 -0.0281 -93.7% 0.0358
ATR 0.0115 0.0111 -0.0004 -3.6% 0.0000
Volume 55 32 -23 -41.8% 116
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1683 1.1679 1.1647
R3 1.1664 1.1660 1.1642
R2 1.1645 1.1645 1.1640
R1 1.1641 1.1641 1.1639 1.1643
PP 1.1626 1.1626 1.1626 1.1627
S1 1.1622 1.1622 1.1635 1.1624
S2 1.1607 1.1607 1.1634
S3 1.1588 1.1603 1.1632
S4 1.1569 1.1584 1.1627
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.2634 1.2493 1.1834
R3 1.2276 1.2135 1.1735
R2 1.1918 1.1918 1.1703
R1 1.1777 1.1777 1.1670 1.1848
PP 1.1560 1.1560 1.1560 1.1595
S1 1.1419 1.1419 1.1604 1.1490
S2 1.1202 1.1202 1.1571
S3 1.0844 1.1061 1.1539
S4 1.0486 1.0703 1.1440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1700 1.1342 0.0358 3.1% 0.0105 0.9% 82% False False 23
10 1.1700 1.1067 0.0633 5.4% 0.0074 0.6% 90% False False 16
20 1.1700 1.0805 0.0895 7.7% 0.0063 0.5% 93% False False 13
40 1.2850 1.0805 0.2045 17.6% 0.0044 0.4% 41% False False 26
60 1.4099 1.0805 0.3294 28.3% 0.0048 0.4% 25% False False 21
80 1.4099 1.0805 0.3294 28.3% 0.0037 0.3% 25% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1711
2.618 1.1680
1.618 1.1661
1.000 1.1649
0.618 1.1642
HIGH 1.1630
0.618 1.1623
0.500 1.1621
0.382 1.1618
LOW 1.1611
0.618 1.1599
1.000 1.1592
1.618 1.1580
2.618 1.1561
4.250 1.1530
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 1.1632 1.1598
PP 1.1626 1.1560
S1 1.1621 1.1521

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

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