CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 1.1326 1.1363 0.0037 0.3% 1.1400
High 1.1326 1.1363 0.0037 0.3% 1.1700
Low 1.1201 1.1363 0.0162 1.4% 1.1342
Close 1.1321 1.1363 0.0042 0.4% 1.1637
Range 0.0125 0.0000 -0.0125 -100.0% 0.0358
ATR 0.0124 0.0118 -0.0006 -4.7% 0.0000
Volume 6 32 26 433.3% 116
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1363 1.1363 1.1363
R3 1.1363 1.1363 1.1363
R2 1.1363 1.1363 1.1363
R1 1.1363 1.1363 1.1363 1.1363
PP 1.1363 1.1363 1.1363 1.1363
S1 1.1363 1.1363 1.1363 1.1363
S2 1.1363 1.1363 1.1363
S3 1.1363 1.1363 1.1363
S4 1.1363 1.1363 1.1363
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% 0.0092 0.8% 32% False False 29
10 1.1700 1.1067 0.0633 5.6% 0.0086 0.8% 47% False False 20
20 1.1700 1.0805 0.0895 7.9% 0.0062 0.5% 62% False False 14
40 1.1700 1.0805 0.0895 7.9% 0.0047 0.4% 62% False False 27
60 1.3800 1.0805 0.2995 26.4% 0.0040 0.3% 19% False False 22
80 1.4099 1.0805 0.3294 29.0% 0.0039 0.3% 17% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1363
2.618 1.1363
1.618 1.1363
1.000 1.1363
0.618 1.1363
HIGH 1.1363
0.618 1.1363
0.500 1.1363
0.382 1.1363
LOW 1.1363
0.618 1.1363
1.000 1.1363
1.618 1.1363
2.618 1.1363
4.250 1.1363
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 1.1363 1.1367
PP 1.1363 1.1365
S1 1.1363 1.1364

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

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