CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 1.1005 1.1070 0.0065 0.6% 1.0853
High 1.1040 1.1151 0.0111 1.0% 1.0997
Low 1.1005 1.1055 0.0050 0.5% 1.0810
Close 1.1039 1.1159 0.0120 1.1% 1.0997
Range 0.0035 0.0096 0.0061 174.3% 0.0187
ATR 0.0074 0.0077 0.0003 3.6% 0.0000
Volume 29 7 -22 -75.9% 69
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1410 1.1380 1.1212
R3 1.1314 1.1284 1.1185
R2 1.1218 1.1218 1.1177
R1 1.1188 1.1188 1.1168 1.1203
PP 1.1122 1.1122 1.1122 1.1129
S1 1.1092 1.1092 1.1150 1.1107
S2 1.1026 1.1026 1.1141
S3 1.0930 1.0996 1.1133
S4 1.0834 1.0900 1.1106
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 1.1151 1.0810 0.0341 3.1% 0.0064 0.6% 102% True False 12
10 1.1151 1.0725 0.0426 3.8% 0.0063 0.6% 102% True False 17
20 1.1151 1.0725 0.0426 3.8% 0.0060 0.5% 102% True False 18
40 1.1151 1.0366 0.0785 7.0% 0.0034 0.3% 101% True False 10
60 1.1151 1.0291 0.0860 7.7% 0.0023 0.2% 101% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1559
2.618 1.1402
1.618 1.1306
1.000 1.1247
0.618 1.1210
HIGH 1.1151
0.618 1.1114
0.500 1.1103
0.382 1.1092
LOW 1.1055
0.618 1.0996
1.000 1.0959
1.618 1.0900
2.618 1.0804
4.250 1.0647
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 1.1140 1.1123
PP 1.1122 1.1087
S1 1.1103 1.1051

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

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