CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 1.0871 1.0876 0.0005 0.0% 1.1010
High 1.0876 1.0876 0.0000 0.0% 1.1010
Low 1.0805 1.0876 0.0071 0.7% 1.0805
Close 1.0887 1.0830 -0.0057 -0.5% 1.0830
Range 0.0071 0.0000 -0.0071 -100.0% 0.0205
ATR 0.0106 0.0100 -0.0007 -6.4% 0.0000
Volume 16 20 4 25.0% 83
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0861 1.0845 1.0830
R3 1.0861 1.0845 1.0830
R2 1.0861 1.0861 1.0830
R1 1.0845 1.0845 1.0830 1.0853
PP 1.0861 1.0861 1.0861 1.0865
S1 1.0845 1.0845 1.0830 1.0853
S2 1.0861 1.0861 1.0830
S3 1.0861 1.0845 1.0830
S4 1.0861 1.0845 1.0830
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1497 1.1368 1.0943
R3 1.1292 1.1163 1.0886
R2 1.1087 1.1087 1.0868
R1 1.0958 1.0958 1.0849 1.0920
PP 1.0882 1.0882 1.0882 1.0863
S1 1.0753 1.0753 1.0811 1.0715
S2 1.0677 1.0677 1.0792
S3 1.0472 1.0548 1.0774
S4 1.0267 1.0343 1.0717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1010 1.0805 0.0205 1.9% 0.0046 0.4% 12% False False 16
10 1.1219 1.0805 0.0414 3.8% 0.0033 0.3% 6% False False 19
20 1.1564 1.0805 0.0759 7.0% 0.0036 0.3% 3% False False 17
40 1.2957 1.0805 0.2152 19.9% 0.0030 0.3% 1% False False 26
60 1.4099 1.0805 0.3294 30.4% 0.0032 0.3% 1% False False 18
80 1.4099 1.0805 0.3294 30.4% 0.0024 0.2% 1% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0876
2.618 1.0876
1.618 1.0876
1.000 1.0876
0.618 1.0876
HIGH 1.0876
0.618 1.0876
0.500 1.0876
0.382 1.0876
LOW 1.0876
0.618 1.0876
1.000 1.0876
1.618 1.0876
2.618 1.0876
4.250 1.0876
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 1.0876 1.0864
PP 1.0861 1.0852
S1 1.0845 1.0841

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

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