CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 1.2321 1.2255 -0.0066 -0.5% 1.2010
High 1.2321 1.2255 -0.0066 -0.5% 1.2321
Low 1.2321 1.2255 -0.0066 -0.5% 1.2010
Close 1.2321 1.2255 -0.0066 -0.5% 1.2321
Range
ATR 0.0056 0.0056 0.0001 1.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2255 1.2255 1.2255
R3 1.2255 1.2255 1.2255
R2 1.2255 1.2255 1.2255
R1 1.2255 1.2255 1.2255 1.2255
PP 1.2255 1.2255 1.2255 1.2255
S1 1.2255 1.2255 1.2255 1.2255
S2 1.2255 1.2255 1.2255
S3 1.2255 1.2255 1.2255
S4 1.2255 1.2255 1.2255
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3150 1.3047 1.2492
R3 1.2839 1.2736 1.2407
R2 1.2528 1.2528 1.2378
R1 1.2425 1.2425 1.2350 1.2477
PP 1.2217 1.2217 1.2217 1.2243
S1 1.2114 1.2114 1.2292 1.2166
S2 1.1906 1.1906 1.2264
S3 1.1595 1.1803 1.2235
S4 1.1284 1.1492 1.2150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2321 1.2086 0.0235 1.9% 0.0000 0.0% 72% False False 1
10 1.2321 1.1863 0.0458 3.7% 0.0000 0.0% 86% False False 1
20 1.2321 1.1810 0.0511 4.2% 0.0000 0.0% 87% 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 1.2255
2.618 1.2255
1.618 1.2255
1.000 1.2255
0.618 1.2255
HIGH 1.2255
0.618 1.2255
0.500 1.2255
0.382 1.2255
LOW 1.2255
0.618 1.2255
1.000 1.2255
1.618 1.2255
2.618 1.2255
4.250 1.2255
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 1.2255 1.2288
PP 1.2255 1.2277
S1 1.2255 1.2266

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.