CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 1.0910 1.0976 0.0066 0.6% 1.0853
High 1.0930 1.0997 0.0067 0.6% 1.0997
Low 1.0910 1.0950 0.0040 0.4% 1.0810
Close 1.0924 1.0997 0.0073 0.7% 1.0997
Range 0.0020 0.0047 0.0027 135.0% 0.0187
ATR 0.0077 0.0077 0.0000 -0.4% 0.0000
Volume 13 4 -9 -69.2% 69
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1122 1.1107 1.1023
R3 1.1075 1.1060 1.1010
R2 1.1028 1.1028 1.1006
R1 1.1013 1.1013 1.1001 1.1021
PP 1.0981 1.0981 1.0981 1.0985
S1 1.0966 1.0966 1.0993 1.0974
S2 1.0934 1.0934 1.0988
S3 1.0887 1.0919 1.0984
S4 1.0840 1.0872 1.0971
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1496 1.1433 1.1100
R3 1.1309 1.1246 1.1048
R2 1.1122 1.1122 1.1031
R1 1.1059 1.1059 1.1014 1.1091
PP 1.0935 1.0935 1.0935 1.0950
S1 1.0872 1.0872 1.0980 1.0904
S2 1.0748 1.0748 1.0963
S3 1.0561 1.0685 1.0946
S4 1.0374 1.0498 1.0894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0997 1.0810 0.0187 1.7% 0.0041 0.4% 100% True False 13
10 1.0997 1.0725 0.0272 2.5% 0.0058 0.5% 100% True False 16
20 1.1148 1.0725 0.0423 3.8% 0.0054 0.5% 64% False False 16
40 1.1148 1.0291 0.0857 7.8% 0.0031 0.3% 82% False False 9
60 1.1148 1.0291 0.0857 7.8% 0.0021 0.2% 82% False False 6
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1197
2.618 1.1120
1.618 1.1073
1.000 1.1044
0.618 1.1026
HIGH 1.0997
0.618 1.0979
0.500 1.0974
0.382 1.0968
LOW 1.0950
0.618 1.0921
1.000 1.0903
1.618 1.0874
2.618 1.0827
4.250 1.0750
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 1.0989 1.0966
PP 1.0981 1.0935
S1 1.0974 1.0904

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

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