CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 1.0902 1.0875 -0.0027 -0.2% 1.1324
High 1.0942 1.0954 0.0012 0.1% 1.1324
Low 1.0899 1.0869 -0.0030 -0.3% 1.1008
Close 1.0934 1.0898 -0.0036 -0.3% 1.1125
Range 0.0043 0.0085 0.0042 97.7% 0.0316
ATR 0.0114 0.0112 -0.0002 -1.8% 0.0000
Volume 20 12 -8 -40.0% 82
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1162 1.1115 1.0945
R3 1.1077 1.1030 1.0921
R2 1.0992 1.0992 1.0914
R1 1.0945 1.0945 1.0906 1.0969
PP 1.0907 1.0907 1.0907 1.0919
S1 1.0860 1.0860 1.0890 1.0884
S2 1.0822 1.0822 1.0882
S3 1.0737 1.0775 1.0875
S4 1.0652 1.0690 1.0851
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2100 1.1929 1.1299
R3 1.1784 1.1613 1.1212
R2 1.1468 1.1468 1.1183
R1 1.1297 1.1297 1.1154 1.1225
PP 1.1152 1.1152 1.1152 1.1116
S1 1.0981 1.0981 1.1096 1.0909
S2 1.0836 1.0836 1.1067
S3 1.0520 1.0665 1.1038
S4 1.0204 1.0349 1.0951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1147 1.0869 0.0278 2.6% 0.0073 0.7% 10% False True 14
10 1.1336 1.0869 0.0467 4.3% 0.0090 0.8% 6% False True 15
20 1.1700 1.0869 0.0831 7.6% 0.0086 0.8% 3% False True 18
40 1.1700 1.0805 0.0895 8.2% 0.0063 0.6% 10% False False 16
60 1.2850 1.0805 0.2045 18.8% 0.0049 0.4% 5% False False 21
80 1.4099 1.0805 0.3294 30.2% 0.0051 0.5% 3% False False 19
100 1.4099 1.0805 0.3294 30.2% 0.0041 0.4% 3% False False 15
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1315
2.618 1.1177
1.618 1.1092
1.000 1.1039
0.618 1.1007
HIGH 1.0954
0.618 1.0922
0.500 1.0912
0.382 1.0901
LOW 1.0869
0.618 1.0816
1.000 1.0784
1.618 1.0731
2.618 1.0646
4.250 1.0508
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 1.0912 1.0936
PP 1.0907 1.0923
S1 1.0903 1.0911

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

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