CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 1.1204 1.1160 -0.0044 -0.4% 1.1005
High 1.1204 1.1200 -0.0004 0.0% 1.1233
Low 1.1204 1.1130 -0.0074 -0.7% 1.1005
Close 1.1204 1.1160 -0.0044 -0.4% 1.1204
Range 0.0000 0.0070 0.0070 0.0228
ATR 0.0071 0.0071 0.0000 0.3% 0.0000
Volume 20 20 0 0.0% 141
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1373 1.1337 1.1199
R3 1.1303 1.1267 1.1179
R2 1.1233 1.1233 1.1173
R1 1.1197 1.1197 1.1166 1.1195
PP 1.1163 1.1163 1.1163 1.1163
S1 1.1127 1.1127 1.1154 1.1125
S2 1.1093 1.1093 1.1147
S3 1.1023 1.1057 1.1141
S4 1.0953 1.0987 1.1122
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1831 1.1746 1.1329
R3 1.1603 1.1518 1.1267
R2 1.1375 1.1375 1.1246
R1 1.1290 1.1290 1.1225 1.1333
PP 1.1147 1.1147 1.1147 1.1169
S1 1.1062 1.1062 1.1183 1.1105
S2 1.0919 1.0919 1.1162
S3 1.0691 1.0834 1.1141
S4 1.0463 1.0606 1.1079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1233 1.1055 0.0178 1.6% 0.0061 0.5% 59% False False 26
10 1.1233 1.0810 0.0423 3.8% 0.0053 0.5% 83% False False 19
20 1.1233 1.0725 0.0508 4.6% 0.0062 0.6% 86% False False 18
40 1.1233 1.0560 0.0673 6.0% 0.0040 0.4% 89% False False 13
60 1.1233 1.0291 0.0942 8.4% 0.0026 0.2% 92% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1498
2.618 1.1383
1.618 1.1313
1.000 1.1270
0.618 1.1243
HIGH 1.1200
0.618 1.1173
0.500 1.1165
0.382 1.1157
LOW 1.1130
0.618 1.1087
1.000 1.1060
1.618 1.1017
2.618 1.0947
4.250 1.0833
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 1.1165 1.1182
PP 1.1163 1.1174
S1 1.1162 1.1167

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.