CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 1.0167 1.0230 0.0063 0.6% 1.0214
High 1.0167 1.0230 0.0063 0.6% 1.0230
Low 1.0167 1.0230 0.0063 0.6% 1.0153
Close 1.0188 1.0213 0.0025 0.2% 1.0213
Range
ATR
Volume 2 4 2 100.0% 9
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0224 1.0219 1.0213
R3 1.0224 1.0219 1.0213
R2 1.0224 1.0224 1.0213
R1 1.0219 1.0219 1.0213 1.0222
PP 1.0224 1.0224 1.0224 1.0226
S1 1.0219 1.0219 1.0213 1.0222
S2 1.0224 1.0224 1.0213
S3 1.0224 1.0219 1.0213
S4 1.0224 1.0219 1.0213
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0430 1.0398 1.0255
R3 1.0353 1.0321 1.0234
R2 1.0276 1.0276 1.0227
R1 1.0244 1.0244 1.0220 1.0222
PP 1.0199 1.0199 1.0199 1.0187
S1 1.0167 1.0167 1.0206 1.0145
S2 1.0122 1.0122 1.0199
S3 1.0045 1.0090 1.0192
S4 0.9968 1.0013 1.0171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0230 1.0153 0.0077 0.8% 0.0000 0.0% 78% True False 1
10 1.0251 0.9990 0.0261 2.6% 0.0003 0.0% 85% False False 4
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0230
2.618 1.0230
1.618 1.0230
1.000 1.0230
0.618 1.0230
HIGH 1.0230
0.618 1.0230
0.500 1.0230
0.382 1.0230
LOW 1.0230
0.618 1.0230
1.000 1.0230
1.618 1.0230
2.618 1.0230
4.250 1.0230
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 1.0230 1.0208
PP 1.0224 1.0203
S1 1.0219 1.0199

Download as Excel Spreadsheet

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 / 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 / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.