CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 1.0922 1.0871 -0.0051 -0.5% 1.1075
High 1.0922 1.0876 -0.0046 -0.4% 1.1219
Low 1.0856 1.0805 -0.0051 -0.5% 1.1060
Close 1.0867 1.0887 0.0020 0.2% 1.1086
Range 0.0066 0.0071 0.0005 7.6% 0.0159
ATR 0.0109 0.0106 -0.0003 -2.5% 0.0000
Volume 5 16 11 220.0% 112
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1069 1.1049 1.0926
R3 1.0998 1.0978 1.0907
R2 1.0927 1.0927 1.0900
R1 1.0907 1.0907 1.0894 1.0917
PP 1.0856 1.0856 1.0856 1.0861
S1 1.0836 1.0836 1.0880 1.0846
S2 1.0785 1.0785 1.0874
S3 1.0714 1.0765 1.0867
S4 1.0643 1.0694 1.0848
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1599 1.1501 1.1173
R3 1.1440 1.1342 1.1130
R2 1.1281 1.1281 1.1115
R1 1.1183 1.1183 1.1101 1.1232
PP 1.1122 1.1122 1.1122 1.1146
S1 1.1024 1.1024 1.1071 1.1073
S2 1.0963 1.0963 1.1057
S3 1.0804 1.0865 1.1042
S4 1.0645 1.0706 1.0999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1088 1.0805 0.0283 2.6% 0.0052 0.5% 29% False True 12
10 1.1219 1.0805 0.0414 3.8% 0.0037 0.3% 20% False True 21
20 1.1564 1.0805 0.0759 7.0% 0.0036 0.3% 11% False True 41
40 1.3179 1.0805 0.2374 21.8% 0.0030 0.3% 3% False True 26
60 1.4099 1.0805 0.3294 30.3% 0.0032 0.3% 2% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1178
2.618 1.1062
1.618 1.0991
1.000 1.0947
0.618 1.0920
HIGH 1.0876
0.618 1.0849
0.500 1.0841
0.382 1.0832
LOW 1.0805
0.618 1.0761
1.000 1.0734
1.618 1.0690
2.618 1.0619
4.250 1.0503
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 1.0872 1.0879
PP 1.0856 1.0871
S1 1.0841 1.0864

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.