CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 1.0935 1.0870 -0.0065 -0.6% 1.0884
High 1.0968 1.0870 -0.0098 -0.9% 1.0968
Low 1.0930 1.0725 -0.0205 -1.9% 1.0725
Close 1.0926 1.0839 -0.0087 -0.8% 1.0839
Range 0.0038 0.0145 0.0107 281.6% 0.0243
ATR 0.0076 0.0085 0.0009 11.8% 0.0000
Volume 55 5 -50 -90.9% 100
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1246 1.1188 1.0919
R3 1.1101 1.1043 1.0879
R2 1.0956 1.0956 1.0866
R1 1.0898 1.0898 1.0852 1.0855
PP 1.0811 1.0811 1.0811 1.0790
S1 1.0753 1.0753 1.0826 1.0710
S2 1.0666 1.0666 1.0812
S3 1.0521 1.0608 1.0799
S4 1.0376 1.0463 1.0759
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1573 1.1449 1.0973
R3 1.1330 1.1206 1.0906
R2 1.1087 1.1087 1.0884
R1 1.0963 1.0963 1.0861 1.0904
PP 1.0844 1.0844 1.0844 1.0814
S1 1.0720 1.0720 1.0817 1.0661
S2 1.0601 1.0601 1.0794
S3 1.0358 1.0477 1.0772
S4 1.0115 1.0234 1.0705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0968 1.0725 0.0243 2.2% 0.0075 0.7% 47% False True 20
10 1.1131 1.0725 0.0406 3.7% 0.0071 0.7% 28% False True 14
20 1.1148 1.0696 0.0452 4.2% 0.0045 0.4% 32% False False 13
40 1.1148 1.0291 0.0857 7.9% 0.0026 0.2% 64% False False 7
60 1.1148 1.0291 0.0857 7.9% 0.0017 0.2% 64% False False 5
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 0.0009
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.1486
2.618 1.1250
1.618 1.1105
1.000 1.1015
0.618 1.0960
HIGH 1.0870
0.618 1.0815
0.500 1.0798
0.382 1.0780
LOW 1.0725
0.618 1.0635
1.000 1.0580
1.618 1.0490
2.618 1.0345
4.250 1.0109
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 1.0825 1.0847
PP 1.0811 1.0844
S1 1.0798 1.0842

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

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