CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 1.1529 1.1326 -0.0203 -1.8% 1.1400
High 1.1532 1.1326 -0.0206 -1.8% 1.1700
Low 1.1517 1.1201 -0.0316 -2.7% 1.1342
Close 1.1484 1.1321 -0.0163 -1.4% 1.1637
Range 0.0015 0.0125 0.0110 733.3% 0.0358
ATR 0.0111 0.0124 0.0012 11.0% 0.0000
Volume 22 6 -16 -72.7% 116
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1658 1.1614 1.1390
R3 1.1533 1.1489 1.1355
R2 1.1408 1.1408 1.1344
R1 1.1364 1.1364 1.1332 1.1324
PP 1.1283 1.1283 1.1283 1.1262
S1 1.1239 1.1239 1.1310 1.1199
S2 1.1158 1.1158 1.1298
S3 1.1033 1.1114 1.1287
S4 1.0908 1.0989 1.1252
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 1.1201 0.0499 4.4% 0.0121 1.1% 24% False True 24
10 1.1700 1.1067 0.0633 5.6% 0.0086 0.8% 40% False False 17
20 1.1700 1.0805 0.0895 7.9% 0.0065 0.6% 58% False False 13
40 1.1734 1.0805 0.0929 8.2% 0.0047 0.4% 56% False False 26
60 1.4099 1.0805 0.3294 29.1% 0.0049 0.4% 16% False False 21
80 1.4099 1.0805 0.3294 29.1% 0.0039 0.3% 16% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1857
2.618 1.1653
1.618 1.1528
1.000 1.1451
0.618 1.1403
HIGH 1.1326
0.618 1.1278
0.500 1.1264
0.382 1.1249
LOW 1.1201
0.618 1.1124
1.000 1.1076
1.618 1.0999
2.618 1.0874
4.250 1.0670
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 1.1302 1.1416
PP 1.1283 1.1384
S1 1.1264 1.1353

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

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