CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 1.0747 1.0847 0.0100 0.9% 1.0340
High 1.0747 1.0847 0.0100 0.9% 1.0611
Low 1.0747 1.0847 0.0100 0.9% 1.0340
Close 1.0747 1.0847 0.0100 0.9% 1.0611
Range
ATR 0.0057 0.0060 0.0003 5.5% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0847 1.0847 1.0847
R3 1.0847 1.0847 1.0847
R2 1.0847 1.0847 1.0847
R1 1.0847 1.0847 1.0847 1.0847
PP 1.0847 1.0847 1.0847 1.0847
S1 1.0847 1.0847 1.0847 1.0847
S2 1.0847 1.0847 1.0847
S3 1.0847 1.0847 1.0847
S4 1.0847 1.0847 1.0847
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1334 1.1243 1.0760
R3 1.1063 1.0972 1.0686
R2 1.0792 1.0792 1.0661
R1 1.0701 1.0701 1.0636 1.0747
PP 1.0521 1.0521 1.0521 1.0543
S1 1.0430 1.0430 1.0586 1.0476
S2 1.0250 1.0250 1.0561
S3 0.9979 1.0159 1.0536
S4 0.9708 0.9888 1.0462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0847 1.0566 0.0281 2.6% 0.0000 0.0% 100% True False 5
10 1.0847 1.0303 0.0544 5.0% 0.0000 0.0% 100% True False 5
20 1.0847 1.0303 0.0544 5.0% 0.0000 0.0% 100% True False 3
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 1.0847
2.618 1.0847
1.618 1.0847
1.000 1.0847
0.618 1.0847
HIGH 1.0847
0.618 1.0847
0.500 1.0847
0.382 1.0847
LOW 1.0847
0.618 1.0847
1.000 1.0847
1.618 1.0847
2.618 1.0847
4.250 1.0847
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 1.0847 1.0822
PP 1.0847 1.0796
S1 1.0847 1.0771

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.