CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 1.0870 1.0853 -0.0017 -0.2% 1.0884
High 1.0870 1.0872 0.0002 0.0% 1.0968
Low 1.0725 1.0853 0.0128 1.2% 1.0725
Close 1.0839 1.0839 0.0000 0.0% 1.0839
Range 0.0145 0.0019 -0.0126 -86.9% 0.0243
ATR 0.0085 0.0081 -0.0004 -4.4% 0.0000
Volume 5 39 34 680.0% 100
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0912 1.0894 1.0849
R3 1.0893 1.0875 1.0844
R2 1.0874 1.0874 1.0842
R1 1.0856 1.0856 1.0841 1.0856
PP 1.0855 1.0855 1.0855 1.0854
S1 1.0837 1.0837 1.0837 1.0837
S2 1.0836 1.0836 1.0836
S3 1.0817 1.0818 1.0834
S4 1.0798 1.0799 1.0829
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% 0.0065 0.6% 47% False False 26
10 1.1131 1.0725 0.0406 3.7% 0.0072 0.7% 28% False False 17
20 1.1148 1.0696 0.0452 4.2% 0.0046 0.4% 32% False False 15
40 1.1148 1.0291 0.0857 7.9% 0.0026 0.2% 64% False False 8
60 1.1148 1.0291 0.0857 7.9% 0.0018 0.2% 64% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0953
2.618 1.0922
1.618 1.0903
1.000 1.0891
0.618 1.0884
HIGH 1.0872
0.618 1.0865
0.500 1.0863
0.382 1.0860
LOW 1.0853
0.618 1.0841
1.000 1.0834
1.618 1.0822
2.618 1.0803
4.250 1.0772
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 1.0863 1.0847
PP 1.0855 1.0844
S1 1.0847 1.0842

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

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