CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 1.1166 1.1189 0.0023 0.2% 1.1373
High 1.1219 1.1189 -0.0030 -0.3% 1.1375
Low 1.1165 1.1189 0.0024 0.2% 1.0970
Close 1.1218 1.1189 -0.0029 -0.3% 1.1082
Range 0.0054 0.0000 -0.0054 -100.0% 0.0405
ATR 0.0132 0.0125 -0.0007 -5.6% 0.0000
Volume 7 96 89 1,271.4% 127
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1189 1.1189 1.1189
R3 1.1189 1.1189 1.1189
R2 1.1189 1.1189 1.1189
R1 1.1189 1.1189 1.1189 1.1189
PP 1.1189 1.1189 1.1189 1.1189
S1 1.1189 1.1189 1.1189 1.1189
S2 1.1189 1.1189 1.1189
S3 1.1189 1.1189 1.1189
S4 1.1189 1.1189 1.1189
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2357 1.2125 1.1305
R3 1.1952 1.1720 1.1193
R2 1.1547 1.1547 1.1156
R1 1.1315 1.1315 1.1119 1.1229
PP 1.1142 1.1142 1.1142 1.1099
S1 1.0910 1.0910 1.1045 1.0824
S2 1.0737 1.0737 1.1008
S3 1.0332 1.0505 1.0971
S4 0.9927 1.0100 1.0859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1219 1.0970 0.0249 2.2% 0.0052 0.5% 88% False False 34
10 1.1564 1.0970 0.0594 5.3% 0.0042 0.4% 37% False False 24
20 1.2850 1.0970 0.1880 16.8% 0.0025 0.2% 12% False False 38
40 1.4099 1.0970 0.3129 28.0% 0.0041 0.4% 7% False False 25
60 1.4099 1.0970 0.3129 28.0% 0.0028 0.2% 7% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1189
2.618 1.1189
1.618 1.1189
1.000 1.1189
0.618 1.1189
HIGH 1.1189
0.618 1.1189
0.500 1.1189
0.382 1.1189
LOW 1.1189
0.618 1.1189
1.000 1.1189
1.618 1.1189
2.618 1.1189
4.250 1.1189
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 1.1189 1.1175
PP 1.1189 1.1161
S1 1.1189 1.1147

These figures are updated between 7pm and 10pm EST after a trading day.

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