CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 1.0976 1.1005 0.0029 0.3% 1.0853
High 1.0997 1.1040 0.0043 0.4% 1.0997
Low 1.0950 1.1005 0.0055 0.5% 1.0810
Close 1.0997 1.1039 0.0042 0.4% 1.0997
Range 0.0047 0.0035 -0.0012 -25.5% 0.0187
ATR 0.0077 0.0074 -0.0002 -3.1% 0.0000
Volume 4 29 25 625.0% 69
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1133 1.1121 1.1058
R3 1.1098 1.1086 1.1049
R2 1.1063 1.1063 1.1045
R1 1.1051 1.1051 1.1042 1.1057
PP 1.1028 1.1028 1.1028 1.1031
S1 1.1016 1.1016 1.1036 1.1022
S2 1.0993 1.0993 1.1033
S3 1.0958 1.0981 1.1029
S4 1.0923 1.0946 1.1020
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 1.1040 1.0810 0.0230 2.1% 0.0044 0.4% 100% True False 11
10 1.1040 1.0725 0.0315 2.9% 0.0055 0.5% 100% True False 19
20 1.1148 1.0725 0.0423 3.8% 0.0056 0.5% 74% False False 18
40 1.1148 1.0328 0.0820 7.4% 0.0032 0.3% 87% False False 10
60 1.1148 1.0291 0.0857 7.8% 0.0021 0.2% 87% False False 7
Crabel Price Patterns
NR True
NR4 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1189
2.618 1.1132
1.618 1.1097
1.000 1.1075
0.618 1.1062
HIGH 1.1040
0.618 1.1027
0.500 1.1023
0.382 1.1018
LOW 1.1005
0.618 1.0983
1.000 1.0970
1.618 1.0948
2.618 1.0913
4.250 1.0856
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 1.1034 1.1018
PP 1.1028 1.0996
S1 1.1023 1.0975

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

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