CME Swiss Franc Future March 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 1.0675 1.0791 0.0116 1.1% 1.0480
High 1.0817 1.0836 0.0019 0.2% 1.0755
Low 1.0674 1.0747 0.0073 0.7% 1.0457
Close 1.0791 1.0777 -0.0014 -0.1% 1.0699
Range 0.0143 0.0089 -0.0054 -37.8% 0.0298
ATR 0.0117 0.0115 -0.0002 -1.7% 0.0000
Volume 28,036 24,366 -3,670 -13.1% 118,633
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1054 1.1004 1.0826
R3 1.0965 1.0915 1.0801
R2 1.0876 1.0876 1.0793
R1 1.0826 1.0826 1.0785 1.0807
PP 1.0787 1.0787 1.0787 1.0777
S1 1.0737 1.0737 1.0769 1.0718
S2 1.0698 1.0698 1.0761
S3 1.0609 1.0648 1.0753
S4 1.0520 1.0559 1.0728
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1531 1.1413 1.0863
R3 1.1233 1.1115 1.0781
R2 1.0935 1.0935 1.0754
R1 1.0817 1.0817 1.0726 1.0876
PP 1.0637 1.0637 1.0637 1.0667
S1 1.0519 1.0519 1.0672 1.0578
S2 1.0339 1.0339 1.0644
S3 1.0041 1.0221 1.0617
S4 0.9743 0.9923 1.0535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0836 1.0532 0.0304 2.8% 0.0111 1.0% 81% True False 26,429
10 1.0836 1.0453 0.0383 3.6% 0.0118 1.1% 85% True False 27,470
20 1.0836 1.0431 0.0405 3.8% 0.0109 1.0% 85% True False 22,052
40 1.1058 1.0431 0.0627 5.8% 0.0118 1.1% 55% False False 15,194
60 1.1700 1.0431 0.1269 11.8% 0.0108 1.0% 27% False False 10,135
80 1.1700 1.0431 0.1269 11.8% 0.0093 0.9% 27% False False 7,604
100 1.2850 1.0431 0.2419 22.4% 0.0079 0.7% 14% False False 6,091
120 1.4099 1.0431 0.3668 34.0% 0.0075 0.7% 9% False False 5,077
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1214
2.618 1.1069
1.618 1.0980
1.000 1.0925
0.618 1.0891
HIGH 1.0836
0.618 1.0802
0.500 1.0792
0.382 1.0781
LOW 1.0747
0.618 1.0692
1.000 1.0658
1.618 1.0603
2.618 1.0514
4.250 1.0369
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 1.0792 1.0770
PP 1.0787 1.0762
S1 1.0782 1.0755

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Trading Indicators / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.