CME Swiss Franc Future March 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 1.0907 1.0876 -0.0031 -0.3% 1.0675
High 1.0969 1.0979 0.0010 0.1% 1.0979
Low 1.0845 1.0819 -0.0026 -0.2% 1.0674
Close 1.0876 1.0928 0.0052 0.5% 1.0959
Range 0.0124 0.0160 0.0036 29.0% 0.0305
ATR 0.0117 0.0120 0.0003 2.7% 0.0000
Volume 25,917 28,663 2,746 10.6% 150,470
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1389 1.1318 1.1016
R3 1.1229 1.1158 1.0972
R2 1.1069 1.1069 1.0957
R1 1.0998 1.0998 1.0943 1.1034
PP 1.0909 1.0909 1.0909 1.0926
S1 1.0838 1.0838 1.0913 1.0874
S2 1.0749 1.0749 1.0899
S3 1.0589 1.0678 1.0884
S4 1.0429 1.0518 1.0840
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1786 1.1677 1.1127
R3 1.1481 1.1372 1.1043
R2 1.1176 1.1176 1.1015
R1 1.1067 1.1067 1.0987 1.1122
PP 1.0871 1.0871 1.0871 1.0898
S1 1.0762 1.0762 1.0931 1.0817
S2 1.0566 1.0566 1.0903
S3 1.0261 1.0457 1.0875
S4 0.9956 1.0152 1.0791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0979 1.0819 0.0160 1.5% 0.0121 1.1% 68% True True 28,320
10 1.0979 1.0632 0.0347 3.2% 0.0118 1.1% 85% True False 27,707
20 1.0979 1.0431 0.0548 5.0% 0.0122 1.1% 91% True False 27,295
40 1.0979 1.0431 0.0548 5.0% 0.0114 1.0% 91% True False 19,631
60 1.1336 1.0431 0.0905 8.3% 0.0111 1.0% 55% False False 13,113
80 1.1700 1.0431 0.1269 11.6% 0.0099 0.9% 39% False False 9,838
100 1.1700 1.0431 0.1269 11.6% 0.0087 0.8% 39% False False 7,879
120 1.3179 1.0431 0.2748 25.1% 0.0076 0.7% 18% False False 6,568
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 0.0032
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1659
2.618 1.1398
1.618 1.1238
1.000 1.1139
0.618 1.1078
HIGH 1.0979
0.618 1.0918
0.500 1.0899
0.382 1.0880
LOW 1.0819
0.618 1.0720
1.000 1.0659
1.618 1.0560
2.618 1.0400
4.250 1.0139
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 1.0918 1.0918
PP 1.0909 1.0909
S1 1.0899 1.0899

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.