CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 1.0625 1.0706 0.0081 0.8% 1.0554
High 1.0625 1.0706 0.0081 0.8% 1.0638
Low 1.0625 1.0706 0.0081 0.8% 1.0554
Close 1.0625 1.0706 0.0081 0.8% 1.0638
Range
ATR 0.0050 0.0052 0.0002 4.4% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0706 1.0706 1.0706
R3 1.0706 1.0706 1.0706
R2 1.0706 1.0706 1.0706
R1 1.0706 1.0706 1.0706 1.0706
PP 1.0706 1.0706 1.0706 1.0706
S1 1.0706 1.0706 1.0706 1.0706
S2 1.0706 1.0706 1.0706
S3 1.0706 1.0706 1.0706
S4 1.0706 1.0706 1.0706
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0862 1.0834 1.0684
R3 1.0778 1.0750 1.0661
R2 1.0694 1.0694 1.0653
R1 1.0666 1.0666 1.0646 1.0680
PP 1.0610 1.0610 1.0610 1.0617
S1 1.0582 1.0582 1.0630 1.0596
S2 1.0526 1.0526 1.0623
S3 1.0442 1.0498 1.0615
S4 1.0358 1.0414 1.0592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0706 1.0587 0.0119 1.1% 0.0000 0.0% 100% True False 1
10 1.0706 1.0349 0.0357 3.3% 0.0000 0.0% 100% True False 1
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 1.0706
2.618 1.0706
1.618 1.0706
1.000 1.0706
0.618 1.0706
HIGH 1.0706
0.618 1.0706
0.500 1.0706
0.382 1.0706
LOW 1.0706
0.618 1.0706
1.000 1.0706
1.618 1.0706
2.618 1.0706
4.250 1.0706
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 1.0706 1.0693
PP 1.0706 1.0679
S1 1.0706 1.0666

Download as Excel Spreadsheet

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

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