CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 1.1363 1.1328 -0.0035 -0.3% 1.1400
High 1.1363 1.1427 0.0064 0.6% 1.1700
Low 1.1363 1.1325 -0.0038 -0.3% 1.1342
Close 1.1363 1.1427 0.0064 0.6% 1.1637
Range 0.0000 0.0102 0.0102 0.0358
ATR 0.0118 0.0117 -0.0001 -1.0% 0.0000
Volume 32 15 -17 -53.1% 116
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1699 1.1665 1.1483
R3 1.1597 1.1563 1.1455
R2 1.1495 1.1495 1.1446
R1 1.1461 1.1461 1.1436 1.1478
PP 1.1393 1.1393 1.1393 1.1402
S1 1.1359 1.1359 1.1418 1.1376
S2 1.1291 1.1291 1.1408
S3 1.1189 1.1257 1.1399
S4 1.1087 1.1155 1.1371
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 1.1630 1.1201 0.0429 3.8% 0.0052 0.5% 53% False False 21
10 1.1700 1.1201 0.0499 4.4% 0.0082 0.7% 45% False False 22
20 1.1700 1.0876 0.0824 7.2% 0.0063 0.6% 67% False False 14
40 1.1700 1.0805 0.0895 7.8% 0.0050 0.4% 69% False False 27
60 1.3179 1.0805 0.2374 20.8% 0.0041 0.4% 26% False False 22
80 1.4099 1.0805 0.3294 28.8% 0.0040 0.3% 19% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1861
2.618 1.1694
1.618 1.1592
1.000 1.1529
0.618 1.1490
HIGH 1.1427
0.618 1.1388
0.500 1.1376
0.382 1.1364
LOW 1.1325
0.618 1.1262
1.000 1.1223
1.618 1.1160
2.618 1.1058
4.250 1.0892
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 1.1410 1.1389
PP 1.1393 1.1352
S1 1.1376 1.1314

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

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