CME Swiss Franc Future March 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 1.0791 1.0789 -0.0002 0.0% 1.0480
High 1.0836 1.0872 0.0036 0.3% 1.0755
Low 1.0747 1.0715 -0.0032 -0.3% 1.0457
Close 1.0777 1.0842 0.0065 0.6% 1.0699
Range 0.0089 0.0157 0.0068 76.4% 0.0298
ATR 0.0115 0.0118 0.0003 2.6% 0.0000
Volume 24,366 37,233 12,867 52.8% 118,633
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1281 1.1218 1.0928
R3 1.1124 1.1061 1.0885
R2 1.0967 1.0967 1.0871
R1 1.0904 1.0904 1.0856 1.0936
PP 1.0810 1.0810 1.0810 1.0825
S1 1.0747 1.0747 1.0828 1.0779
S2 1.0653 1.0653 1.0813
S3 1.0496 1.0590 1.0799
S4 1.0339 1.0433 1.0756
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 1.0872 1.0632 0.0240 2.2% 0.0115 1.1% 88% True False 27,095
10 1.0872 1.0453 0.0419 3.9% 0.0128 1.2% 93% True False 29,189
20 1.0872 1.0431 0.0441 4.1% 0.0113 1.0% 93% True False 23,477
40 1.1058 1.0431 0.0627 5.8% 0.0117 1.1% 66% False False 16,124
60 1.1630 1.0431 0.1199 11.1% 0.0105 1.0% 34% False False 10,755
80 1.1700 1.0431 0.1269 11.7% 0.0095 0.9% 32% False False 8,069
100 1.2850 1.0431 0.2419 22.3% 0.0081 0.7% 17% False False 6,463
120 1.4099 1.0431 0.3668 33.8% 0.0077 0.7% 11% False False 5,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1539
2.618 1.1283
1.618 1.1126
1.000 1.1029
0.618 1.0969
HIGH 1.0872
0.618 1.0812
0.500 1.0794
0.382 1.0775
LOW 1.0715
0.618 1.0618
1.000 1.0558
1.618 1.0461
2.618 1.0304
4.250 1.0048
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 1.0826 1.0819
PP 1.0810 1.0796
S1 1.0794 1.0773

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.