CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 1.2296 1.2475 0.0179 1.5% 1.2805
High 1.2296 1.2475 0.0179 1.5% 1.2805
Low 1.2296 1.2475 0.0179 1.5% 1.2481
Close 1.2280 1.2510 0.0230 1.9% 1.2481
Range
ATR 0.0132 0.0137 0.0004 3.4% 0.0000
Volume 2 1 -1 -50.0% 60
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2487 1.2498 1.2510
R3 1.2487 1.2498 1.2510
R2 1.2487 1.2487 1.2510
R1 1.2498 1.2498 1.2510 1.2493
PP 1.2487 1.2487 1.2487 1.2484
S1 1.2498 1.2498 1.2510 1.2493
S2 1.2487 1.2487 1.2510
S3 1.2487 1.2498 1.2510
S4 1.2487 1.2498 1.2510
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3561 1.3345 1.2659
R3 1.3237 1.3021 1.2570
R2 1.2913 1.2913 1.2540
R1 1.2697 1.2697 1.2511 1.2643
PP 1.2589 1.2589 1.2589 1.2562
S1 1.2373 1.2373 1.2451 1.2319
S2 1.2265 1.2265 1.2422
S3 1.1941 1.2049 1.2392
S4 1.1617 1.1725 1.2303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2684 1.2296 0.0388 3.1% 0.0000 0.0% 55% False False 1
10 1.2817 1.2296 0.0521 4.2% 0.0000 0.0% 41% False False 16
20 1.4099 1.2296 0.1803 14.4% 0.0056 0.4% 12% False False 11
40 1.4099 1.1863 0.2236 17.9% 0.0029 0.2% 29% False False 6
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 1.2475
2.618 1.2475
1.618 1.2475
1.000 1.2475
0.618 1.2475
HIGH 1.2475
0.618 1.2475
0.500 1.2475
0.382 1.2475
LOW 1.2475
0.618 1.2475
1.000 1.2475
1.618 1.2475
2.618 1.2475
4.250 1.2475
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 1.2498 1.2469
PP 1.2487 1.2427
S1 1.2475 1.2386

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.