CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 1.0745 1.0811 0.0066 0.6% 1.0787
High 1.0745 1.0811 0.0066 0.6% 1.0884
Low 1.0745 1.0811 0.0066 0.6% 1.0745
Close 1.0745 1.0811 0.0066 0.6% 1.0811
Range
ATR 0.0064 0.0064 0.0000 0.3% 0.0000
Volume 1 1 0 0.0% 12
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0811 1.0811 1.0811
R3 1.0811 1.0811 1.0811
R2 1.0811 1.0811 1.0811
R1 1.0811 1.0811 1.0811 1.0811
PP 1.0811 1.0811 1.0811 1.0811
S1 1.0811 1.0811 1.0811 1.0811
S2 1.0811 1.0811 1.0811
S3 1.0811 1.0811 1.0811
S4 1.0811 1.0811 1.0811
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1230 1.1160 1.0887
R3 1.1091 1.1021 1.0849
R2 1.0952 1.0952 1.0836
R1 1.0882 1.0882 1.0824 1.0917
PP 1.0813 1.0813 1.0813 1.0831
S1 1.0743 1.0743 1.0798 1.0778
S2 1.0674 1.0674 1.0786
S3 1.0535 1.0604 1.0773
S4 1.0396 1.0465 1.0735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0884 1.0745 0.0139 1.3% 0.0000 0.0% 47% False False 2
10 1.0884 1.0560 0.0324 3.0% 0.0014 0.1% 77% False False 2
20 1.0884 1.0291 0.0593 5.5% 0.0007 0.1% 88% False False 1
40 1.0884 1.0291 0.0593 5.5% 0.0004 0.0% 88% False 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 1.0811
2.618 1.0811
1.618 1.0811
1.000 1.0811
0.618 1.0811
HIGH 1.0811
0.618 1.0811
0.500 1.0811
0.382 1.0811
LOW 1.0811
0.618 1.0811
1.000 1.0811
1.618 1.0811
2.618 1.0811
4.250 1.0811
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 1.0811 1.0815
PP 1.0811 1.0813
S1 1.0811 1.0812

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.