CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 1.1404 1.1490 0.0086 0.8% 1.1164
High 1.1404 1.1490 0.0086 0.8% 1.1332
Low 1.1404 1.1420 0.0016 0.1% 1.1133
Close 1.1404 1.1419 0.0015 0.1% 1.1332
Range 0.0000 0.0070 0.0070 0.0199
ATR 0.0052 0.0055 0.0002 4.6% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1653 1.1606 1.1458
R3 1.1583 1.1536 1.1438
R2 1.1513 1.1513 1.1432
R1 1.1466 1.1466 1.1425 1.1455
PP 1.1443 1.1443 1.1443 1.1437
S1 1.1396 1.1396 1.1413 1.1385
S2 1.1373 1.1373 1.1406
S3 1.1303 1.1326 1.1400
S4 1.1233 1.1256 1.1381
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1863 1.1796 1.1441
R3 1.1664 1.1597 1.1387
R2 1.1465 1.1465 1.1368
R1 1.1398 1.1398 1.1350 1.1432
PP 1.1266 1.1266 1.1266 1.1282
S1 1.1199 1.1199 1.1314 1.1233
S2 1.1067 1.1067 1.1296
S3 1.0868 1.1000 1.1277
S4 1.0669 1.0801 1.1223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1490 1.1260 0.0230 2.0% 0.0014 0.1% 69% True False 2
10 1.1490 1.1133 0.0357 3.1% 0.0007 0.1% 80% True False 2
20 1.1490 1.0821 0.0669 5.9% 0.0010 0.1% 89% True False 1
40 1.1490 1.0705 0.0785 6.9% 0.0005 0.0% 91% True False 3
60 1.1490 1.0303 0.1187 10.4% 0.0003 0.0% 94% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 1.1788
2.618 1.1673
1.618 1.1603
1.000 1.1560
0.618 1.1533
HIGH 1.1490
0.618 1.1463
0.500 1.1455
0.382 1.1447
LOW 1.1420
0.618 1.1377
1.000 1.1350
1.618 1.1307
2.618 1.1237
4.250 1.1123
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 1.1455 1.1428
PP 1.1443 1.1425
S1 1.1431 1.1422

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.