CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 1.1527 1.1321 -0.0206 -1.8% 1.1850
High 1.1527 1.1364 -0.0163 -1.4% 1.1850
Low 1.1527 1.1321 -0.0206 -1.8% 1.1499
Close 1.1376 1.1346 -0.0030 -0.3% 1.1376
Range 0.0000 0.0043 0.0043 0.0351
ATR 0.0178 0.0169 -0.0009 -4.9% 0.0000
Volume 500 1 -499 -99.8% 517
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1473 1.1452 1.1370
R3 1.1430 1.1409 1.1358
R2 1.1387 1.1387 1.1354
R1 1.1366 1.1366 1.1350 1.1377
PP 1.1344 1.1344 1.1344 1.1349
S1 1.1323 1.1323 1.1342 1.1334
S2 1.1301 1.1301 1.1338
S3 1.1258 1.1280 1.1334
S4 1.1215 1.1237 1.1322
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2628 1.2353 1.1569
R3 1.2277 1.2002 1.1473
R2 1.1926 1.1926 1.1440
R1 1.1651 1.1651 1.1408 1.1613
PP 1.1575 1.1575 1.1575 1.1556
S1 1.1300 1.1300 1.1344 1.1262
S2 1.1224 1.1224 1.1312
S3 1.0873 1.0949 1.1279
S4 1.0522 1.0598 1.1183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1850 1.1321 0.0529 4.7% 0.0009 0.1% 5% False True 103
10 1.2850 1.1321 0.1529 13.5% 0.0008 0.1% 2% False True 52
20 1.2895 1.1321 0.1574 13.9% 0.0027 0.2% 2% False True 35
40 1.4099 1.1321 0.2778 24.5% 0.0031 0.3% 1% False True 19
60 1.4099 1.1321 0.2778 24.5% 0.0021 0.2% 1% False True 13
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 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1547
2.618 1.1477
1.618 1.1434
1.000 1.1407
0.618 1.1391
HIGH 1.1364
0.618 1.1348
0.500 1.1343
0.382 1.1337
LOW 1.1321
0.618 1.1294
1.000 1.1278
1.618 1.1251
2.618 1.1208
4.250 1.1138
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 1.1345 1.1424
PP 1.1344 1.1398
S1 1.1343 1.1372

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.