CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 1.0891 1.0958 0.0067 0.6% 1.1147
High 1.0966 1.0958 -0.0008 -0.1% 1.1147
Low 1.0891 1.0958 0.0067 0.6% 1.0869
Close 1.0937 1.0958 0.0021 0.2% 1.0926
Range 0.0075 0.0000 -0.0075 -100.0% 0.0278
ATR 0.0111 0.0104 -0.0006 -5.8% 0.0000
Volume 16 17 1 6.3% 75
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0958 1.0958 1.0958
R3 1.0958 1.0958 1.0958
R2 1.0958 1.0958 1.0958
R1 1.0958 1.0958 1.0958 1.0958
PP 1.0958 1.0958 1.0958 1.0958
S1 1.0958 1.0958 1.0958 1.0958
S2 1.0958 1.0958 1.0958
S3 1.0958 1.0958 1.0958
S4 1.0958 1.0958 1.0958
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1815 1.1648 1.1079
R3 1.1537 1.1370 1.1002
R2 1.1259 1.1259 1.0977
R1 1.1092 1.1092 1.0951 1.1037
PP 1.0981 1.0981 1.0981 1.0953
S1 1.0814 1.0814 1.0901 1.0759
S2 1.0703 1.0703 1.0875
S3 1.0425 1.0536 1.0850
S4 1.0147 1.0258 1.0773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1036 1.0869 0.0167 1.5% 0.0063 0.6% 53% False False 15
10 1.1147 1.0869 0.0278 2.5% 0.0073 0.7% 32% False False 17
20 1.1700 1.0869 0.0831 7.6% 0.0089 0.8% 11% False False 18
40 1.1700 1.0805 0.0895 8.2% 0.0065 0.6% 17% False False 16
60 1.2850 1.0805 0.2045 18.7% 0.0052 0.5% 7% False False 22
80 1.4099 1.0805 0.3294 30.1% 0.0053 0.5% 5% False False 19
100 1.4099 1.0805 0.3294 30.1% 0.0043 0.4% 5% False False 15
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0958
2.618 1.0958
1.618 1.0958
1.000 1.0958
0.618 1.0958
HIGH 1.0958
0.618 1.0958
0.500 1.0958
0.382 1.0958
LOW 1.0958
0.618 1.0958
1.000 1.0958
1.618 1.0958
2.618 1.0958
4.250 1.0958
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 1.0958 1.0964
PP 1.0958 1.0962
S1 1.0958 1.0960

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

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